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 Monday, January 30th, 2023:9.22% (-0.20%)

Analysis last updated: Sunday, January 29, 2023, 01:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4192	10.01
$α$	0.0201	72.04
$β$	0.9985	7740.57
$ν$	3	177.27

Estimation Period:
Jan 9, 1996 to Jan 28, 2023