V-Lab: Croatian Kuna Spline-GARCH Volatility Analysis

V-Lab

Croatian Kuna Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:6.29% (-0.06%)

Analysis last updated: Thursday, July 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4081	7.83
$α$	0.0242	7.34
$β$	0.9723	264.35
$γ_{1}$	0.0007	1.15

Estimation Period:
Jan 9, 1996 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts