Swiss Market Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:12.18% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 25.85 | |
| 0.1073 | 39.32 | |
| 0.8710 | 311.50 | |
| 0.6955 | 29.07 | |
| 1.0212 | 36.58 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices