V-Lab
V-Lab
US Dollar to Swiss Franc GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:5.99% (-0.05%)

Analysis last updated: Tuesday, April 16, 2024 at 07:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Swiss Franc GARCH
paramt-stat
ω0.000811.65
α0.023130.18
β0.97431225.53
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts