Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:9.95% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1054 | 11.43 | |
| 0.1046 | 31.79 | |
| 0.9749 | 395.68 | |
| 8.3160 | 5.24 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
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