Croatian Kuna MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
-0.00%
decreased by 6.21%
1 Week
10.26%
increased by 4.05%
1 Month
24.09%
increased by 17.88%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0178 | 4.19 | |
| 0.9908 | 6.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 9, 1996 to May 15, 2026
Jan 9, 1996 to May 15, 2026
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