Croatian Kuna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:6.48% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3948 | 9.47 | |
| 0.0193 | 74.66 | |
| 0.9985 | 7,081.51 | |
| 2.7721 | 168.53 |
Estimation Period:
Jan 9, 1996 to Nov 14, 2025
Jan 9, 1996 to Nov 14, 2025
Other Croatian Kuna Analyses
Other GAS-GARCH Student T Analyses on Currencies