Croatian Kuna GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
5.99%
decreased by 0.07%
1 Week
6.00%
decreased by 0.06%
1 Month
6.03%
decreased by 0.03%
Analysis last updated: Sunday, April 12, 2026 at 01:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.20 | |
| 0.0285 | 18.04 | |
| 0.9755 | 1,312.90 | |
| -0.0107 | -4.80 |
Estimation Period:
Jan 9, 1996 to Apr 10, 2026
Jan 9, 1996 to Apr 10, 2026
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