Swiss Market Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.51% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 15.35 | |
| 0.1408 | 46.12 | |
| 0.8177 | 184.12 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices