Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.61% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1055 | 11.41 | |
| 0.1046 | 31.77 | |
| 0.9750 | 397.32 | |
| 8.3234 | 5.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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