Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
4.94%
decreased by 0.06%
1 Week
4.95%
decreased by 0.05%
1 Month
4.99%
decreased by 0.01%
Analysis last updated: Sunday, May 24, 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 | |
|---|---|---|
| 1.3959 | 8.49 | |
| 0.0247 | 7.52 | |
| 0.9717 | 264.55 | |
| 0.0005 | 3.59 |
Estimation Period:
Jan 9, 1996 to May 22, 2026
Jan 9, 1996 to May 22, 2026
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