Swiss Franc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.93% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4832 | 9.43 | |
| 0.0255 | 5.55 | |
| 0.9651 | 166.43 | |
| 0.0006 | 1.67 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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