Swiss Prime Site AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:17.80% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1874 | 6.25 | |
| 0.4232 | 2.52 | |
| 0.6112 | 21.16 | |
| -0.4232 | -2.42 |
Estimation Period:
May 2, 2025 to Jan 9, 2026
May 2, 2025 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other Swiss Prime Site AG Analyses
Other GJR-GARCH Analyses on International Equities