Croatian Kuna Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:5.85% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4066 | 7.88 | |
| 0.0241 | 7.33 | |
| 0.9724 | 265.84 | |
| 0.0007 | 1.16 |
Estimation Period:
Jan 9, 1996 to Oct 10, 2025
Jan 9, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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