Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.79% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 0.79 | |
| 0.1840 | 42.07 | |
| 0.9567 | 457.75 | |
| -0.1251 | -24.45 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices