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

V-Lab

Swiss Market Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.90% (-0.02%)

Analysis last updated: Friday, August 29, 2025 at 05:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0482	22.17
$α$	0.0280	6.37
$β$	0.8342	263.22
$γ$	0.1903	19.65

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts