US Dollar to Croatian Kuna MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
-0.00%
decreased by 0.32%
1 Week
0.04%
decreased by 0.28%
1 Month
0.02%
decreased by 0.30%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0114 | 113,620.00 | |
| 0.0041 | 40,820.00 | |
| 0.4396 | 4,396,190.00 |
Estimation Period:
Jan 9, 1996 to Jun 12, 2026
Jan 9, 1996 to Jun 12, 2026
Other MF2-GARCH Analyses on Currencies