Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:4.18% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.53 | |
| 0.0284 | 17.95 | |
| 0.9757 | 1,314.90 | |
| -0.0108 | -4.84 |
Estimation Period:
Jan 9, 1996 to Jan 9, 2026
Jan 9, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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