US Dollar to Swiss Franc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.09%
decreased by 0.13%
1 Week
6.15%
decreased by 0.07%
1 Month
6.39%
increased by 0.17%
Analysis last updated: Sunday, June 14, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -2.33 | |
| 0.0659 | 26.16 | |
| 0.9944 | 2,616.82 | |
| -0.0100 | -3.18 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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