MSCI Switzerland Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.34% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 21.47 | |
| 0.0201 | 4.32 | |
| 0.8472 | 262.71 | |
| 0.1811 | 18.53 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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