V-Lab
V-Lab
Croatian Kuna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:6.99% (-0.02%)

Analysis last updated: Friday, January 27, 2023, 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna SGARCH
paramt-stat
ω1.37447.48
α0.02477.28
β0.9720256.68
γ10.00050.64
Estimation Period:
Jan 9, 1996 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts