Swiss Franc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.68% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4807 | 9.44 | |
| 0.0254 | 5.56 | |
| 0.9652 | 167.19 | |
| 0.0006 | 1.65 |
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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