Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
5.35%
increased by 0.14%
1 Week
5.36%
increased by 0.15%
1 Month
5.39%
increased by 0.18%
Analysis last updated: Friday, May 15, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3935 | 8.47 | |
| 0.0247 | 7.52 | |
| 0.9717 | 265.06 | |
| 0.0005 | 3.53 |
Estimation Period:
Jan 9, 1996 to May 15, 2026
Jan 9, 1996 to May 15, 2026
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