V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

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V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:6.36% (-0.06%)

Analysis last updated: Friday, December 20, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.36
$α$	0.0274	17.59
$β$	0.9769	1399.56
$γ$	-0.0111	-5.14

Estimation Period:
Jan 9, 1996 to Dec 20, 2024

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Volatility Forecasts

Volatility Forecasts