V-Lab: Swiss Market Index GJR-GARCH Volatility Analysis

V-Lab

Swiss Market Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:28.02% (-2.23%)

Analysis last updated: Thursday, April 24, 2025 at 05:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0468	21.61
$α$	0.0262	5.99
$β$	0.8385	265.28
$γ$	0.1887	19.66

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts