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 Friday, December 1st, 2023:6.31% (-0.05%)

Analysis last updated: Thursday, November 30, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3771	8.11
$α$	0.0239	7.33
$β$	0.9729	267.49
$γ_{1}$	0.0006	3.16

Estimation Period:
Jan 9, 1996 to Nov 24, 2023

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Volatility Forecasts

Volatility Forecasts