Swiss Market Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.18% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 25.93 | |
| 0.1072 | 39.28 | |
| 0.8710 | 312.40 | |
| 0.6964 | 29.05 | |
| 1.0223 | 36.61 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices