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Croatia Zagreb Stock Exchange Crobex Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

9.93%

decreased by 0.37%

1 Week

10.16%

decreased by 0.14%

1 Month

11.02%

increased by 0.72%

Analysis last updated: Friday, June 12, 2026 at 10:23 PM UTC

Date Range:

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graph of Croatia Zagreb Stock Exchange Crobex Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time