Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:5.04% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.98 | |
| 0.0283 | 17.97 | |
| 0.9756 | 1,307.72 | |
| -0.0105 | -4.68 |
Estimation Period:
Jan 9, 1996 to Jan 30, 2026
Jan 9, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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