Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:12.47% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 22.17 | |
| 0.0274 | 6.32 | |
| 0.8350 | 266.78 | |
| 0.1897 | 19.73 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices