Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:10.79% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1090 | 11.46 | |
| 0.1046 | 31.72 | |
| 0.9749 | 397.11 | |
| 8.3463 | 5.20 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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