Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:6.01% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.71 | |
| 0.0278 | 17.75 | |
| 0.9763 | 1,330.15 | |
| -0.0109 | -4.97 |
Estimation Period:
Jan 9, 1996 to Oct 10, 2025
Jan 9, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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