Swiss Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
11.72%
decreased by 0.48%
1 Week
12.21%
increased by 0.01%
1 Month
13.62%
increased by 1.42%
Analysis last updated: Tuesday, June 16, 2026 at 05:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 22.75 | |
| 0.0272 | 6.34 | |
| 0.8347 | 267.79 | |
| 0.1911 | 20.25 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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