Croatian Kuna GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.10%
decreased by 0.05%
1 Week
5.11%
decreased by 0.04%
1 Month
5.16%
increased by 0.01%
Analysis last updated: Monday, July 6, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.91 | |
| 0.0283 | 18.15 | |
| 0.9757 | 1,327.50 | |
| -0.0108 | -4.94 |
Estimation Period:
Jan 9, 1996 to Jul 3, 2026
Jan 9, 1996 to Jul 3, 2026
Other Croatian Kuna Analyses
Other GJR-GARCH Analyses on Currencies