Swiss Market Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:9.95% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 15.31 | |
| 0.1407 | 46.00 | |
| 0.8176 | 183.32 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices