Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.99% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 0.81 | |
| 0.1841 | 42.07 | |
| 0.9566 | 457.49 | |
| -0.1250 | -24.43 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices