Croatia Zagreb Stock Exchange Crobex Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.68% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 10.01 | |
| 0.0898 | 29.31 | |
| 0.9102 | 366.27 |
Estimation Period:
Jan 2, 1997 to Dec 30, 2025
Jan 2, 1997 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices