Croatia Zagreb Stock Exchange Crobex Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.23% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 11.47 | |
| 0.0772 | 17.97 | |
| 0.9110 | 389.30 | |
| 0.0238 | 2.87 |
Estimation Period:
Jan 2, 1997 to Dec 30, 2025
Jan 2, 1997 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices