MSCI Switzerland Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.70% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 13.28 | |
| 0.1254 | 40.48 | |
| 0.8350 | 200.62 |
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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