V-Lab
V-Lab
Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 18th, 2024:12.45% (-0.57%)

Analysis last updated: Tuesday, September 17, 2024 at 05:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GJR-GARCH
paramt-stat
ω0.045721.17
α0.02565.87
β0.8417271.68
γ0.185519.38
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts