V-Lab: Swiss Market Index GJR-GARCH Volatility Analysis

V-Lab

Swiss Market Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:11.53% (-0.46%)

Analysis last updated: Tuesday, August 5, 2025 at 05:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0485	22.20
$α$	0.0280	6.36
$β$	0.8339	262.39
$γ$	0.1904	19.63

Estimation Period:
Jan 2, 1990 to Jul 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts