Croatia Zagreb Stock Exchange Crobex Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
9.58%
decreased by 0.41%
1 Week
9.89%
decreased by 0.10%
1 Month
11.17%
increased by 1.18%
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 | |
|---|---|---|
| 0.0218 | 18.94 | |
| 0.2034 | 35.07 | |
| 0.9911 | 1,207.19 | |
| -0.0269 | -5.23 |
Estimation Period:
Jan 2, 1997 to Jun 3, 2026
Jan 2, 1997 to Jun 3, 2026
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