Croatian Kuna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:7.79% (+0.16%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.3995 | 9.49 | |
0.0193 | 74.45 | |
0.9985 | 7,132.10 | |
2.7691 | 168.72 |
Estimation Period:
Jan 9, 1996 to Oct 17, 2025
Jan 9, 1996 to Oct 17, 2025
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