V-Lab: Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.74% (+0.12%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3764	8.10
$α$	0.0242	7.39
$β$	0.9726	268.53
$γ_{1}$	0.0005	3.05

Estimation Period:
Jan 9, 1996 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts