Swiss Market Index APARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:10.26% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 25.63 | |
| 0.1070 | 38.85 | |
| 0.8707 | 308.65 | |
| 0.6935 | 28.78 | |
| 1.0287 | 36.53 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices