Swiss Market Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:11.79% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 25.78 | |
| 0.1074 | 39.35 | |
| 0.8710 | 310.95 | |
| 0.6957 | 29.10 | |
| 1.0203 | 36.57 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices