Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:12.95% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 22.40 | |
| 0.0272 | 6.32 | |
| 0.8358 | 270.75 | |
| 0.1898 | 19.96 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices