GDP Forecast.
Model introduction
Many macroeconomic metrics get published months in advance of the quarter GDP. Big market players monitor this and surprises in them can substantially move financial markets. Examples are electricity usage, export data, unemployment, etc.
This model predicts next quarter’s GDP based on all of the available metrics for the Swiss economy. The model gets updated only milliseconds after new data is available.
Next quarter forecast
- Updated
- Today
- Expected GDP releaseGDP release
- 16 Nov 2026
- Time left
- 50 days
Comparable estimates*
- UBSUBS0.0%
- SECOSECO−0.1%
- KOF consensusKOF−0.1%
*Inferred from yearly estimates
Don’t let your trades get surprised by macroeconomic metrics you didn’t even know existed. Register your email and get a notification when GDP forecasts move significantly (±0.5 pp).
Model Performance
GDP is published quarterly. The model is capable of predicting it up to three months before. As the quarter advances, there is more data to work with and the forecast gets more precise.
The following tables show the historical predictions made 1, 2 and 3 months in advance and compare them to the actual GDP result.
Currently there are 50 days left for the next GDP publication. Precision should correspond to that of diagram 2.
Key results
The model is also fit to estimate high volatility scenarios.
How is the model built?
The model is comprised of two parts. The first follows the AR(1) methodology. It supervises all of the macroeconomic metrics and reflects their changes onto the GDP forecast.
The second part is based on ARIMA (0,1,1) (0,1,1)12. This part is needed to predict the individual metrics for the months that haven’t been released yet, but are anyway required to calculate GDP.
The model is trained with data from 2015 to 2026 Q2, estimates real GDP and incorporates seasonal adjustments.
More information on the model’s structure is available on request via email.