V-Lab
Croatian Kuna MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:3.54% (-6.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1201 | -1,200,500.00 | |
| 0.0171 | 9.28 | |
| 0.7583 | 8.62 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 9, 1996 to May 30, 2025
Jan 9, 1996 to May 30, 2025
News Impact Curve
Volatility Forecasts
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