Swiss Prime Site AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.87% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 25.72 | |
| 0.1313 | 16.55 | |
| 0.8191 | 190.92 | |
| 0.0386 | 3.03 |
Estimation Period:
Apr 5, 2000 to Feb 6, 2026
Apr 5, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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