Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.00% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 22.41 | |
| 0.0271 | 6.30 | |
| 0.8357 | 270.82 | |
| 0.1901 | 19.99 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices