V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:6.99% (-0.06%)

Analysis last updated: Friday, August 29, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.89
$α$	0.0277	17.70
$β$	0.9764	1,332.01
$γ$	-0.0108	-4.91

Estimation Period:
Jan 9, 1996 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts