Epic Suisse Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.14% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 11.49 | |
| 0.1081 | 5.32 | |
| 0.7638 | 56.01 | |
| 0.0642 | 1.48 |
Estimation Period:
May 24, 2022 to Feb 6, 2026
May 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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