Swiss National Bank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.37% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9439 | 4.10 | |
| 0.2653 | 6.43 | |
| 0.6137 | 6.59 | |
| 0.0374 | 1.48 |
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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