Swiss Franc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.47%
increased by 0.35%
1 Week
6.49%
increased by 0.37%
1 Month
6.56%
increased by 0.44%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 16.76 | |
| 0.0280 | 34.75 | |
| 0.9682 | 1,207.18 | |
| -0.0002 | -0.01 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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