Swiss Franc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.75%
decreased by 0.14%
1 Week
7.76%
decreased by 0.13%
1 Month
7.80%
decreased by 0.09%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5482 | 9.89 | |
| 0.0175 | 73.92 | |
| 0.9990 | 11,752.94 | |
| 2.8367 | 180.68 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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