Swiss Market Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:20.23% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 0.79 | |
| 0.1840 | 42.06 | |
| 0.9567 | 458.19 | |
| -0.1251 | -24.46 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices