V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:1.00% (-2.40%)

Analysis last updated: Monday, October 13, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.0017	16,770.00
$γ$	-0.0033	-33,350.00
$λ_{1}$	0.0545	11.69
$λ_{2}$	0.8298	45.67
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 9, 1996 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts