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 Monday, October 20th, 2025:7.79% (+0.16%)

Analysis last updated: Friday, October 17, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3995	9.49
$α$	0.0193	74.45
$β$	0.9985	7,132.10
$ν$	2.7691	168.72

Estimation Period:
Jan 9, 1996 to Oct 17, 2025