Croatian Kuna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:4.57% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3926 | 7.78 | |
| 0.0244 | 7.40 | |
| 0.9720 | 263.71 | |
| 0.0005 | 0.86 |
Estimation Period:
Jan 9, 1996 to Dec 12, 2025
Jan 9, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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