V-Lab
V-Lab
Croatian Kuna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:6.27% (-0.07%)

Analysis last updated: Sunday, December 3, 2023 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna SGARCH
paramt-stat
ω1.38127.63
α0.02397.32
β0.9729267.35
γ10.00060.85
Estimation Period:
Jan 9, 1996 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts