Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.95% (-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
Other GAS-GARCH Student T Analyses on Equity Indices