V-Lab: Croatian Kuna Spline-GARCH Volatility Analysis

V-Lab

Croatian Kuna Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:6.43% (-0.05%)

Analysis last updated: Friday, September 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4092	7.88
$α$	0.0240	7.33
$β$	0.9725	266.15
$γ_{1}$	0.0008	1.21

Estimation Period:
Jan 9, 1996 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts