Croatian Kuna AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.11%
decreased by 0.02%
1 Week
5.12%
decreased by 0.01%
1 Month
5.17%
increased by 0.04%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 3.47 | |
| 0.0230 | 32.68 | |
| 0.9757 | 1,355.16 | |
| -0.0881 | -7.40 |
Estimation Period:
Jan 9, 1996 to Jun 5, 2026
Jan 9, 1996 to Jun 5, 2026
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