V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

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V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:5.47% (-0.03%)

Analysis last updated: Tuesday, November 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.71
$α$	0.0279	17.75
$β$	0.9762	1,324.60
$γ$	-0.0108	-4.94

Estimation Period:
Jan 9, 1996 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts