V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 6th, 2025:6.00% (-0.05%)

Analysis last updated: Friday, October 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.71
$α$	0.0278	17.73
$β$	0.9763	1,328.33
$γ$	-0.0109	-4.96

Estimation Period:
Jan 9, 1996 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts