V-Lab
V-Lab
Croatia Zagreb Stock Exchange Crobex Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:6.75% (-0.07%)

Analysis last updated: Friday, April 12, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatia Zagreb Stock Exchange Crobex Index AMEM
paramt-stat
ω0.032312.85
α0.349811.33
β0.654544.79
γ-0.0358-1.27
Estimation Period:
Aug 18, 2006 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts