Swiss Market Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:8.81% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 6.62 | |
| 0.1156 | 43.79 | |
| 0.8349 | 256.56 | |
| 0.5910 | 26.99 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices