Swiss Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
12.24%
decreased by 0.60%
1 Week
12.68%
decreased by 0.16%
1 Month
13.93%
increased by 1.09%
Analysis last updated: Saturday, May 16, 2026 at 01:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 22.72 | |
| 0.0272 | 6.35 | |
| 0.8346 | 267.49 | |
| 0.1915 | 20.26 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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