V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

V-Lab

Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:2.43% (-1.16%)

Analysis last updated: Tuesday, July 29, 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
$β$	0.0206	205,990.00
$γ$	-0.0412	-411,770.00
$λ_{1}$	0.0171	8.89
$λ_{2}$	0.9136	12.36
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 9, 1996 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts