V-Lab: Croatian Kuna Spline-GARCH Volatility Analysis

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V-Lab

Croatian Kuna Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:5.86% (-0.06%)

Analysis last updated: Thursday, June 1, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3714	7.51
$α$	0.0243	7.27
$β$	0.9724	260.42
$γ_{1}$	0.0005	0.64

Estimation Period:
Jan 9, 1996 to May 27, 2023

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Volatility Forecasts

Volatility Forecasts