Swiss Market Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.75% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 25.92 | |
| 0.1073 | 39.30 | |
| 0.8709 | 312.27 | |
| 0.6968 | 29.07 | |
| 1.0222 | 36.64 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices