Croatia Zagreb Stock Exchange Crobex Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.52% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 11.98 | |
| 0.1085 | 38.91 | |
| 0.8955 | 443.31 | |
| 0.0763 | 4.13 |
Estimation Period:
Jan 2, 1997 to Dec 30, 2025
Jan 2, 1997 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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