Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:11.55% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 0.83 | |
| 0.1842 | 41.80 | |
| 0.9566 | 453.15 | |
| -0.1242 | -24.11 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices