MSCI Switzerland Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.53 | |
| 0.1552 | 29.53 | |
| 0.9594 | 526.56 | |
| -0.1217 | -26.10 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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