V-Lab
V-Lab
Croatia Zagreb Stock Exchange Crobex Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:8.16% (-0.21%)

Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatia Zagreb Stock Exchange Crobex Index GAS-GARCH-T
paramt-stat
ω8.09447.10
α0.080896.77
β0.99907684.62
ν457.99
Estimation Period:
Jan 2, 1997 to Mar 28, 2024