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V-Lab

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

Date Range:

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graph of Croatian Kuna MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time