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, December 30th, 2024:6.42% (-0.13%)

Analysis last updated: Sunday, December 29, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3948	9.70
$α$	0.0196	73.87
$β$	0.9985	7396.48
$ν$	3	170.61

Estimation Period:
Jan 9, 1996 to Dec 27, 2024