Croatian Kuna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.61% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3914 | 9.32 | |
| 0.0196 | 75.26 | |
| 0.9985 | 6,838.82 | |
| 2.7798 | 164.00 |
Estimation Period:
Jan 9, 1996 to Jan 30, 2026
Jan 9, 1996 to Jan 30, 2026
Other Croatian Kuna Analyses
Other GAS-GARCH Student T Analyses on Currencies