Croatian Kuna EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.15%
decreased by 0.06%
1 Week
5.19%
decreased by 0.02%
1 Month
5.38%
increased by 0.17%
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 | |
|---|---|---|
| 0.0031 | 7.33 | |
| 0.0627 | 30.75 | |
| 0.9975 | 3,974.02 | |
| 0.0109 | 6.24 |
Estimation Period:
Jan 9, 1996 to Jun 5, 2026
Jan 9, 1996 to Jun 5, 2026
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