V-Lab
V-Lab
Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:16.31% (-0.90%)

Analysis last updated: Monday, December 23, 2024 at 06:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GJR-GARCH
paramt-stat
ω0.045821.19
α0.02626.00
β0.8408269.32
γ0.185219.32
Estimation Period:
Jan 2, 1990 to Dec 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts