Swiss Franc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.12% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 9.01 | |
| 0.0214 | 16.02 | |
| 0.9721 | 1,099.64 | |
| 0.0060 | 2.03 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Swiss Franc Analyses
Other GJR-GARCH Analyses on Currencies