Swiss Market Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:9.78% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 39.09 | |
| 0.1100 | 26.96 | |
| 0.7787 | 275.44 | |
| 0.1508 | 23.41 |
Estimation Period:
Aug 19, 1991 to Jan 9, 2026
Aug 19, 1991 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices