Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.38% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1098 | 11.49 | |
| 0.1046 | 31.71 | |
| 0.9748 | 396.43 | |
| 8.3446 | 5.20 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
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