V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

V-Lab

Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:3.19% (-2.04%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.1065	1,065,340.00
$γ$	-0.2130	-2,130,490.00
$λ_{1}$	0.0169	8.38
$λ_{2}$	1.0000	10.16
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 9, 1996 to Apr 18, 2025

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