Croatian Kuna GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.05%
decreased by 0.05%
1 Week
5.07%
decreased by 0.03%
1 Month
5.12%
increased by 0.02%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.96 | |
| 0.0284 | 18.11 | |
| 0.9757 | 1,323.82 | |
| -0.0109 | -4.95 |
Estimation Period:
Jan 9, 1996 to May 22, 2026
Jan 9, 1996 to May 22, 2026
Other Croatian Kuna Analyses
Other GJR-GARCH Analyses on Currencies