Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:4.01% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4077 | 8.43 | |
| 0.0247 | 7.45 | |
| 0.9717 | 262.99 | |
| 0.0006 | 3.64 |
Estimation Period:
Jan 9, 1996 to Jan 16, 2026
Jan 9, 1996 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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