V-Lab
V-Lab
Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:17.14% (-1.15%)

Analysis last updated: Wednesday, March 22, 2023, 05:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GJR-GARCH
paramt-stat
ω0.046720.75
α0.02515.65
β0.8411265.85
γ0.188819.25
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts