US Dollar to Swiss Franc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.04% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -2.28 | |
| 0.0664 | 26.18 | |
| 0.9943 | 2,602.99 | |
| -0.0100 | -3.14 |
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 Currencies