US Dollar to Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.05% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 7.31 | |
| 0.0628 | 30.55 | |
| 0.9974 | 3,958.08 | |
| 0.0107 | 6.08 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies