V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

V-Lab

Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:0.52% (-3.28%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	-0.0000	-0.00
$λ_{1}$	0.0172	22.07
$λ_{2}$	0.0900	22.20
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 9, 1996 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts