V-Lab: Croatian Kuna GAS-GARCH Student T Volatility Analysis

V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:8.33% (+0.17%)

Analysis last updated: Wednesday, June 18, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4047	9.57
$α$	0.0195	74.53
$β$	0.9985	7,235.51
$ν$	2.7709	170.53

Estimation Period:
Jan 9, 1996 to Jun 13, 2025