V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:9.35% (-0.11%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	9.14
$α$	0.0278	17.47
$β$	0.9759	1,299.41
$γ$	-0.0097	-4.22

Estimation Period:
Jan 9, 1996 to Apr 18, 2025

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Volatility Forecasts

Volatility Forecasts