Swiss Franc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:7.90% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5562 | 9.92 | |
| 0.0177 | 73.89 | |
| 0.9990 | 11,752.94 | |
| 2.8329 | 182.31 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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