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

V-Lab

Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:6.94% (-0.07%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3736	8.20
$α$	0.0240	7.37
$β$	0.9726	268.91
$γ_{1}$	0.0005	3.15

Estimation Period:
Jan 9, 1996 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts