Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:5.06% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.71 | |
| 0.0279 | 17.78 | |
| 0.9761 | 1,320.89 | |
| -0.0108 | -4.90 |
Estimation Period:
Jan 9, 1996 to Nov 7, 2025
Jan 9, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other Croatian Kuna Analyses
Other GJR-GARCH Analyses on Currencies