Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:8.75% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 0.82 | |
| 0.1841 | 41.91 | |
| 0.9566 | 454.23 | |
| -0.1245 | -24.27 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices