V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

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V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:6.91% (+0.13%)

Analysis last updated: Friday, March 21, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.45
$α$	0.0274	17.62
$β$	0.9769	1,403.57
$γ$	-0.0111	-5.16

Estimation Period:
Jan 9, 1996 to Mar 21, 2025

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Volatility Forecasts

Volatility Forecasts