V-Lab
V-Lab
Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:12.98% (-0.57%)

Analysis last updated: Thursday, September 19, 2024 at 05:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index EGARCH
paramt-stat
ω0.00281.04
α0.178139.65
β0.9587458.90
γ-0.1225-23.58
Estimation Period:
Jan 2, 1990 to Sep 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts