V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.56% (+0.18%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.86
$α$	0.0277	17.52
$β$	0.9761	1,319.02
$γ$	-0.0099	-4.43

Estimation Period:
Jan 9, 1996 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts