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

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Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:7.55% (-0.15%)

Analysis last updated: Monday, October 13, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4005	9.50
$α$	0.0193	74.43
$β$	0.9985	7,132.10
$ν$	2.7650	170.06

Estimation Period:
Jan 9, 1996 to Oct 10, 2025