Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:14.93% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1056 | 11.40 | |
| 0.1046 | 31.80 | |
| 0.9751 | 397.50 | |
| 8.3235 | 5.24 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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