Swiss National Bank AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.51% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2744 | 6.20 | |
| 0.2431 | 8.86 | |
| 0.3786 | 8.88 | |
| -0.4910 | -3.26 |
Estimation Period:
May 11, 2017 to Feb 6, 2026
May 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Swiss National Bank Analyses
Other AGARCH Analyses on International Equities