Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:12.59% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 22.15 | |
| 0.0274 | 6.29 | |
| 0.8350 | 266.42 | |
| 0.1899 | 19.74 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices