Swiss Market Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:14.32% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 25.55 | |
| 0.1075 | 38.92 | |
| 0.8703 | 306.76 | |
| 0.6928 | 28.82 | |
| 1.0271 | 36.49 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices