Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.27% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3994 | 8.42 | |
| 0.0246 | 7.42 | |
| 0.9719 | 263.67 | |
| 0.0005 | 3.56 |
Estimation Period:
Jan 9, 1996 to Dec 26, 2025
Jan 9, 1996 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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