Croatian Kuna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.63%
decreased by 0.11%
1 Week
5.65%
decreased by 0.09%
1 Month
5.72%
decreased by 0.02%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3862 | 9.27 | |
| 0.0197 | 75.59 | |
| 0.9985 | 6,838.81 | |
| 2.7849 | 162.06 |
Estimation Period:
Jan 9, 1996 to Jun 12, 2026
Jan 9, 1996 to Jun 12, 2026
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