V-Lab
V-Lab
Swiss Market Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:17.31% (-1.05%)

Analysis last updated: Wednesday, March 22, 2023, 05:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index AGARCH
paramt-stat
ω0.01515.71
α0.114642.17
β0.8379247.60
γ0.602925.24
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts