V-Lab: Swiss Market Index GARCH Volatility Analysis

Skip to main content

V-Lab

Swiss Market Index GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:11.80% (+0.01%)

Analysis last updated: Friday, October 31, 2025 at 06:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0482	15.32
$α$	0.1405	45.89
$β$	0.8178	183.48

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts