Swiss National Bank GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.43% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2442 | 6.37 | |
| 0.2375 | 8.20 | |
| 0.3927 | 9.95 |
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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