Croatia Zagreb Stock Exchange Crobex Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.41% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 11.08 | |
| 0.0888 | 21.62 | |
| 0.9112 | 341.02 | |
| 0.0693 | 4.82 | |
| 1.9871 | 21.94 |
Estimation Period:
Jan 2, 1997 to Dec 30, 2025
Jan 2, 1997 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices