V-Lab: Croatian Kuna Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:4.38% (-0.05%)

Analysis last updated: Thursday, September 19, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3617	7.61
$α$	0.0236	7.37
$β$	0.9731	271.52
$γ_{1}$	0.0004	0.54

Estimation Period:
Jan 9, 1996 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts