Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:5.14% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.73 | |
| 0.0280 | 17.80 | |
| 0.9761 | 1,320.80 | |
| -0.0108 | -4.88 |
Estimation Period:
Jan 9, 1996 to Nov 14, 2025
Jan 9, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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