Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:11.90% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 22.19 | |
| 0.0276 | 6.33 | |
| 0.8345 | 265.09 | |
| 0.1903 | 19.73 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices