Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:4.85% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.96 | |
| 0.0282 | 17.96 | |
| 0.9756 | 1,313.03 | |
| -0.0104 | -4.68 |
Estimation Period:
Jan 9, 1996 to Feb 13, 2026
Jan 9, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Croatian Kuna Analyses
Other GJR-GARCH Analyses on Currencies