Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:17.30% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1102 | 11.39 | |
| 0.1054 | 31.75 | |
| 0.9748 | 392.42 | |
| 8.2914 | 5.27 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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