Croatia Zagreb Stock Exchange Crobex Index APARCH 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
9.72%
decreased by 0.34%
1 Week
9.96%
decreased by 0.10%
1 Month
10.84%
increased by 0.78%
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 | |
|---|---|---|
| 0.0091 | 11.69 | |
| 0.0921 | 22.11 | |
| 0.9079 | 334.78 | |
| 0.0790 | 5.57 | |
| 1.9833 | 21.79 |
Estimation Period:
Jan 2, 1997 to Jun 3, 2026
Jan 2, 1997 to Jun 3, 2026
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