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, May 5th, 2026
1 Day
1.41%
decreased by 2.79%
1 Week
2.43%
decreased by 1.77%
1 Month
4.81%
increased by 0.61%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0137 | 136,700.00 | |
| -0.0273 | -273,200.00 | |
| 0.0153 | 11.81 | |
| 1.0000 | 12.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 9, 1996 to May 1, 2026
Jan 9, 1996 to May 1, 2026
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