Croatian Kuna GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
5.40%
decreased by 0.05%
1 Week
5.41%
decreased by 0.04%
1 Month
5.45%
decreased by 0.00%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.07 | |
| 0.0284 | 18.06 | |
| 0.9756 | 1,321.97 | |
| -0.0108 | -4.90 |
Estimation Period:
Jan 9, 1996 to May 1, 2026
Jan 9, 1996 to May 1, 2026
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