V-Lab
V-Lab
Croatia Zagreb Stock Exchange Crobex Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:8.24% (-0.17%)

Analysis last updated: Friday, April 12, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatia Zagreb Stock Exchange Crobex Index GARCH
paramt-stat
ω0.00899.86
α0.089328.14
β0.9107355.05
Estimation Period:
Jan 2, 1997 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts