Swiss Market Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:12.96% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 6.92 | |
| 0.1157 | 43.57 | |
| 0.8342 | 253.18 | |
| 0.5889 | 26.89 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices