Croatia Zagreb Stock Exchange Crobex Index 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
10.23%
decreased by 0.38%
1 Week
10.45%
decreased by 0.16%
1 Month
11.28%
increased by 0.67%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 10.44 | |
| 0.0931 | 30.25 | |
| 0.9069 | 360.61 |
Estimation Period:
Jan 2, 1997 to Jun 3, 2026
Jan 2, 1997 to Jun 3, 2026
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