V-Lab
V-Lab
US Dollar to Swiss Franc EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:5.95% (+0.31%)

Analysis last updated: Friday, May 3, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Swiss Franc EGARCH
paramt-stat
ω-0.0004-1.18
α0.062627.47
β0.99492875.53
γ-0.0075-2.24
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts