V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

V-Lab

Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:-0.00% (-1.12%)

Analysis last updated: Friday, July 4, 2025 at 07:10 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
$λ_{1}$	0.0196	196,480.00
$λ_{2}$	0.0024	23,770.00
$λ_{3}$	0.7650	7,649,880.00

Estimation Period:
Jan 9, 1996 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts