V-Lab
V-Lab
Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:16.68% (+4.52%)
Analysis last updated: Wednesday, September 17, 2025 at 05:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GJR-GARCH
paramt-stat
ω0.048322.21
α0.02796.35
β0.8341263.62
γ0.190519.70
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts