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 Thursday, October 5th, 2023:6.97% (-0.13%)

Analysis last updated: Wednesday, October 4, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4067	9.78
$α$	0.0200	72.93
$β$	0.9985	7341.96
$ν$	3	170.35

Estimation Period:
Jan 9, 1996 to Sep 29, 2023