Swiss Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
15.19%
decreased by 0.99%
1 Week
15.33%
decreased by 0.85%
1 Month
15.76%
decreased by 0.42%
Analysis last updated: Thursday, April 2, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 22.73 | |
| 0.0276 | 6.38 | |
| 0.8338 | 265.55 | |
| 0.1918 | 20.15 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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