Croatian Kuna Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:4.83% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3994 | 7.85 | |
| 0.0242 | 7.35 | |
| 0.9722 | 264.12 | |
| 0.0006 | 1.01 |
Estimation Period:
Jan 9, 1996 to Nov 7, 2025
Jan 9, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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