V-Lab
V-Lab
Swiss Market Index AGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:13.92% (+1.27%)

Analysis last updated: Friday, September 22, 2023 at 04:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index AGARCH
paramt-stat
ω0.01535.87
α0.113942.18
β0.8383248.45
γ0.599225.28
Estimation Period:
Jan 2, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts