Swiss Franc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.23%
decreased by 0.06%
1 Week
6.24%
decreased by 0.05%
1 Month
6.30%
increased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 8.98 | |
| 0.0212 | 16.13 | |
| 0.9724 | 1,109.99 | |
| 0.0059 | 2.03 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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