Swiss Market Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:10.81% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 6.83 | |
| 0.1159 | 43.70 | |
| 0.8343 | 253.51 | |
| 0.5887 | 26.95 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices