Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:7.56% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 0.81 | |
| 0.1841 | 41.99 | |
| 0.9567 | 455.35 | |
| -0.1247 | -24.36 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices