Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:9.82% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1062 | 11.32 | |
| 0.1046 | 31.86 | |
| 0.9752 | 396.26 | |
| 8.3035 | 5.26 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
Other GAS-GARCH Student T Analyses on Equity Indices