Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:9.28% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1063 | 11.46 | |
| 0.1047 | 31.76 | |
| 0.9749 | 395.96 | |
| 8.3272 | 5.23 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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