Croatian Kuna GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
4.77%
decreased by 0.04%
1 Week
4.78%
decreased by 0.03%
1 Month
4.84%
increased by 0.03%
Analysis last updated: Friday, June 5, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.87 | |
| 0.0285 | 18.18 | |
| 0.9756 | 1,323.77 | |
| -0.0109 | -4.97 |
Estimation Period:
Jan 9, 1996 to Jun 5, 2026
Jan 9, 1996 to Jun 5, 2026
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