V-Lab: Croatian Kuna MF2-GARCH Volatility Analysis

V-Lab

Croatian Kuna MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:-0.00% (-4.11%)

Analysis last updated: Monday, June 30, 2025 at 07:12 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
$β$	0.0420	420,280.00
$γ$	-0.0840	-840,350.00
$λ_{1}$	0.0172	6.47
$λ_{2}$	0.8291	7.49
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 9, 1996 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts