Swiss Franc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.60% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4179 | 12.40 | |
| 0.0254 | 5.70 | |
| 0.9658 | 183.19 | |
| 0.0004 | 4.62 |
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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