Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:5.43% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.80 | |
| 0.0282 | 17.96 | |
| 0.9757 | 1,318.47 | |
| -0.0105 | -4.73 |
Estimation Period:
Jan 9, 1996 to Feb 27, 2026
Jan 9, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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