Swiss Franc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.29%
increased by 0.06%
1 Week
6.35%
increased by 0.12%
1 Month
6.59%
increased by 0.36%
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 | |
|---|---|---|
| -0.0010 | -2.37 | |
| 0.0659 | 26.14 | |
| 0.9944 | 2,609.93 | |
| -0.0101 | -3.19 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Swiss Franc Analyses
Other EGARCH Analyses on Currencies