Swiss Market Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:12.26% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 6.90 | |
| 0.1160 | 43.56 | |
| 0.8339 | 252.38 | |
| 0.5901 | 26.93 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices