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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0004	2.15**
αARCH	0.0283	4.55***
βGARCH	0.9757	333.57***
γleverage	-0.0106	-1.20

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	2.15**
α ARCH Response to squared shocks	0.0283	4.55***
β GARCH Volatility persistence	0.9757	333.57***
γ leverage Additional response to negative shocks	-0.0106	-1.20

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Croatian Kuna GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Croatian Kuna Analyses