Swiss Franc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.19% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 16.89 | |
| 0.0282 | 34.70 | |
| 0.9679 | 1,194.94 | |
| -0.0010 | -0.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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