V-Lab: Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:5.45% (+0.02%)

Analysis last updated: Friday, April 19, 2024 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3845	8.26
$α$	0.0239	7.37
$β$	0.9727	266.86
$γ_{1}$	0.0006	3.37

Estimation Period:
Jan 9, 1996 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts