Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.31% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 0.86 | |
| 0.1838 | 41.78 | |
| 0.9566 | 453.56 | |
| -0.1243 | -24.20 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices