Swiss National Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.18% (+13.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4389 | 17.54 | |
| 0.7973 | 13.89 | |
| 0.2021 | 3.51 | |
| -48.9704 | -3.53 | |
| 61.3342 | 3.15 | |
| -20.8035 | -2.05 | |
| 18.2976 | 2.05 | |
| -15.1595 | -1.28 | |
| -1.9412 | -0.11 | |
| 14.0629 | 0.84 |
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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