Swiss National Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.85% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2547 | 3.19 | |
| 0.3826 | 4.68 | |
| 0.6169 | 7.55 | |
| -32.3708 | -2.28 | |
| 39.3539 | 1.88 | |
| -8.6678 | -0.62 | |
| 7.2876 | 0.43 | |
| -22.3885 | -1.08 | |
| 37.9462 | 1.62 |
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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