Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.97% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.98 | |
| 0.0283 | 17.95 | |
| 0.9756 | 1,311.24 | |
| -0.0104 | -4.67 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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