V-Lab
V-Lab
Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.05% (-0.88%)

Analysis last updated: Thursday, November 21, 2024 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GJR-GARCH
paramt-stat
ω0.045621.14
α0.02585.92
β0.8416271.47
γ0.185219.35
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts