Croatia Zagreb Stock Exchange Crobex Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
10.83%
decreased by 0.72%
1 Week
11.00%
decreased by 0.55%
1 Month
11.66%
increased by 0.11%
Analysis last updated: Friday, June 5, 2026 at 08:19 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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