Swiss Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
10.67%
increased by 0.16%
1 Week
11.30%
increased by 0.79%
1 Month
13.03%
increased by 2.52%
Analysis last updated: Friday, June 26, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 22.78 | |
| 0.0271 | 6.33 | |
| 0.8347 | 267.88 | |
| 0.1911 | 20.26 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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