Croatia Zagreb Stock Exchange Crobex Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.45% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3339 | 6.99 | |
| 0.0794 | 98.81 | |
| 0.9990 | 7,568.18 | |
| 3.7575 | 60.05 |
Estimation Period:
Jan 2, 1997 to Dec 30, 2025
Jan 2, 1997 to Dec 30, 2025
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