Croatia Zagreb Stock Exchange Crobex Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.36% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 18.44 | |
| 0.1980 | 33.63 | |
| 0.9920 | 1,260.48 | |
| -0.0244 | -4.73 |
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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