Swiss Market Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:11.52% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 15.28 | |
| 0.1408 | 46.04 | |
| 0.8178 | 183.87 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices