Croatia Zagreb Stock Exchange Crobex Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:8.20% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1298 | 18.78 | |
| 0.6722 | 31.52 | |
| 0.0381 | 3.22 | |
| 0.0058 | 2.28 | |
| 0.0553 | 3.46 | |
| 0.9414 | 58.85 |
Estimation Period:
Jan 2, 1997 to Dec 30, 2025
Jan 2, 1997 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices