US Dollar to Swiss Franc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:6.73% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 9.06 | |
| 0.0214 | 16.02 | |
| 0.9722 | 1,103.46 | |
| 0.0059 | 2.00 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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