Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:9.03% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 22.23 | |
| 0.0273 | 6.32 | |
| 0.8353 | 268.50 | |
| 0.1901 | 19.88 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices