V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

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Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:3.01% (-4.65%)

Analysis last updated: Friday, December 12, 2025 at 07:13 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
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0181	181,220.00
$λ_{2}$	0.0024	23,750.00
$λ_{3}$	0.7715	7,714,780.00

Estimation Period:
Jan 9, 1996 to Dec 12, 2025

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