Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:9.34% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 22.14 | |
| 0.0276 | 6.36 | |
| 0.8350 | 267.21 | |
| 0.1900 | 19.83 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices