US Dollar to Swiss Franc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.38% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 16.97 | |
| 0.0283 | 34.63 | |
| 0.9678 | 1,188.97 | |
| -0.0006 | -0.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Currencies