Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.32% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.60 | |
| 0.0283 | 17.92 | |
| 0.9757 | 1,315.01 | |
| -0.0108 | -4.84 |
Estimation Period:
Jan 9, 1996 to Dec 26, 2025
Jan 9, 1996 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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