Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.70% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.69 | |
| 0.0281 | 17.87 | |
| 0.9759 | 1,317.01 | |
| -0.0107 | -4.84 |
Estimation Period:
Jan 9, 1996 to Dec 5, 2025
Jan 9, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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