Croatia Zagreb Stock Exchange Crobex Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
9.98%
decreased by 1.56%
1 Week
10.61%
decreased by 0.93%
1 Month
12.64%
increased by 1.10%
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 | |
|---|---|---|
| 0.0313 | 4.00 | |
| 0.3386 | 20.13 | |
| 0.6478 | 56.05 |
Estimation Period:
Aug 18, 2006 to Jun 3, 2026
Aug 18, 2006 to Jun 3, 2026
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