Swiss Market Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.98% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 15.36 | |
| 0.1407 | 46.11 | |
| 0.8178 | 184.30 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices