V-Lab: Croatian Kuna GAS-GARCH Student T Volatility Analysis

V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.89% (+0.33%)

Analysis last updated: Friday, May 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4066	9.59
$α$	0.0195	74.41
$β$	0.9985	7,288.34
$ν$	2.7696	171.17

Estimation Period:
Jan 9, 1996 to May 30, 2025