Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:13.24% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 0.84 | |
| 0.1844 | 41.82 | |
| 0.9565 | 452.67 | |
| -0.1245 | -24.19 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices