Swiss Franc GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.82% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 13.07 | |
| 0.0250 | 28.72 | |
| 0.9719 | 1,070.33 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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