V-Lab
V-Lab
Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:13.17% (-0.85%)
Analysis last updated: Tuesday, October 7, 2025 at 05:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GAS-GARCH-T
paramt-stat
ω1.114111.45
α0.104931.70
β0.9749396.63
ν8.35525.20
Estimation Period:
Jan 2, 1990 to Oct 3, 2025