V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

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Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:1.32% (-3.26%)

Analysis last updated: Sunday, November 2, 2025 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	1.0000	9,999,900.00
$β$	0.0206	205,990.00
$γ$	-0.0412	-411,770.00
$λ_{1}$	0.1342	73.59
$λ_{2}$	0.2753	3,720.24
$λ_{3}$	0.0000	0.01

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

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