V-Lab
V-Lab
Croatia Zagreb Stock Exchange Crobex Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:9.39% (+0.91%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatia Zagreb Stock Exchange Crobex Index GAS-GARCH-T
paramt-stat
ω8.09447.10
α0.080896.77
β0.99907684.62
ν457.99
Estimation Period:
Jan 2, 1997 to Mar 28, 2024