Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:5.81% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3774 | 8.28 | |
| 0.0241 | 7.35 | |
| 0.9725 | 267.62 | |
| 0.0005 | 3.27 |
Estimation Period:
Jan 9, 1996 to Oct 10, 2025
Jan 9, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Croatian Kuna Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies