Swiss Franc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.84% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4172 | 12.38 | |
| 0.0254 | 5.69 | |
| 0.9657 | 182.83 | |
| 0.0004 | 4.62 |
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 Zero Slope Spline-GARCH Analyses on Currencies