V-Lab: Croatian Kuna Spline-GARCH Volatility Analysis

V-Lab

Croatian Kuna Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:7.18% (+0.02%)

Analysis last updated: Wednesday, June 18, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4103	7.81
$α$	0.0241	7.34
$β$	0.9725	265.63
$γ_{1}$	0.0008	1.20

Estimation Period:
Jan 9, 1996 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts