Croatian Kuna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.89%
decreased by 0.11%
1 Week
5.91%
decreased by 0.09%
1 Month
5.97%
decreased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3862 | 9.24 | |
| 0.0196 | 75.53 | |
| 0.9985 | 6,792.25 | |
| 2.7842 | 160.77 |
Estimation Period:
Jan 9, 1996 to Jul 3, 2026
Jan 9, 1996 to Jul 3, 2026
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