Croatia Zagreb Stock Exchange Crobex Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.31%
decreased by 0.84%
1 Week
11.47%
decreased by 0.68%
1 Month
12.11%
decreased by 0.04%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9838 | 7.03 | |
| 0.0821 | 101.53 | |
| 0.9990 | 7,625.95 | |
| 3.7197 | 62.06 |
Estimation Period:
Jan 2, 1997 to Jun 3, 2026
Jan 2, 1997 to Jun 3, 2026
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