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Croatia Zagreb Stock Exchange Crobex Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 5th, 2026

1 Day

9.74%

decreased by 0.33%

1 Week

9.97%

decreased by 0.10%

1 Month

10.85%

increased by 0.78%

Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC

Date Range:

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graph of Croatia Zagreb Stock Exchange Crobex Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time