Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.63%
decreased by 0.05%
1 Week
4.64%
decreased by 0.04%
1 Month
4.70%
increased by 0.02%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3990 | 8.51 | |
| 0.0247 | 7.52 | |
| 0.9717 | 264.25 | |
| 0.0005 | 3.63 |
Estimation Period:
Jan 9, 1996 to Jun 12, 2026
Jan 9, 1996 to Jun 12, 2026
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