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

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V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:8.02% (-0.13%)

Analysis last updated: Thursday, June 1, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4125	9.94
$α$	0.0200	72.17
$β$	0.9985	7622.38
$ν$	3	171.93

Estimation Period:
Jan 9, 1996 to May 27, 2023