Swiss Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:9.52% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 22.15 | |
| 0.0274 | 6.32 | |
| 0.8351 | 267.22 | |
| 0.1899 | 19.80 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices