V-Lab
V-Lab
US Dollar to Swiss Franc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:6.60% (+0.25%)

Analysis last updated: Friday, May 3, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Swiss Franc GAS-GARCH-T
paramt-stat
ω0.551310.00
α0.018072.38
β0.999011752.94
ν3182.94
Estimation Period:
Jan 2, 1990 to May 3, 2024