Swiss Franc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.12% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -2.33 | |
| 0.0666 | 26.18 | |
| 0.9943 | 2,589.34 | |
| -0.0101 | -3.17 |
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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