Swiss Market Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.55% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 6.88 | |
| 0.1174 | 43.63 | |
| 0.8323 | 249.87 | |
| 0.5899 | 27.31 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices