Swiss National Bank APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.23% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 1.17 | |
| 0.1029 | 2.45 | |
| 0.7493 | 28.71 | |
| -0.1708 | -1.77 | |
| 1.5062 | 2.41 |
Estimation Period:
May 11, 2017 to Feb 6, 2026
May 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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