Croatian Kuna MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 7th, 2026
1 Day
-0.00%
decreased by 0.14%
1 Week
0.08%
decreased by 0.06%
1 Month
0.07%
decreased by 0.07%
Analysis last updated: Monday, July 6, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0188 | 187,750.00 | |
| 0.0024 | 23,560.00 | |
| 0.7614 | 7,614,360.00 |
Estimation Period:
Jan 9, 1996 to Jul 3, 2026
Jan 9, 1996 to Jul 3, 2026
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