V-Lab
Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:7.13% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3741 | 8.18 | |
| 0.0241 | 7.37 | |
| 0.9726 | 268.52 | |
| 0.0005 | 3.13 |
Estimation Period:
Jan 9, 1996 to Aug 8, 2025
Jan 9, 1996 to Aug 8, 2025
News Impact Curve
Volatility Forecasts
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