Swiss Franc APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.24% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 9.64 | |
| 0.0281 | 22.98 | |
| 0.9719 | 949.12 | |
| 0.1067 | 3.35 | |
| 1.6215 | 31.61 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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