Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.66% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 22.72 | |
| 0.0276 | 6.38 | |
| 0.8335 | 264.77 | |
| 0.1928 | 20.20 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices