Croatia Zagreb Stock Exchange Crobex Index AGARCH 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 5th, 2026
1 Day
9.67%
decreased by 0.29%
1 Week
9.98%
increased by 0.02%
1 Month
11.20%
increased by 1.24%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 12.72 | |
| 0.1125 | 39.74 | |
| 0.8916 | 426.21 | |
| 0.0887 | 4.87 |
Estimation Period:
Jan 2, 1997 to Jun 3, 2026
Jan 2, 1997 to Jun 3, 2026
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