Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.35% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 22.40 | |
| 0.0271 | 6.30 | |
| 0.8356 | 270.61 | |
| 0.1903 | 20.02 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices