V-Lab
V-Lab
Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:16.52% (-0.79%)
Analysis last updated: Thursday, May 8, 2025 at 05:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GJR-GARCH
paramt-stat
ω0.047721.87
α0.02696.13
β0.8364262.94
γ0.189919.69
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts