Swiss Market Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.00% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 25.93 | |
| 0.1073 | 39.26 | |
| 0.8710 | 312.28 | |
| 0.6965 | 29.04 | |
| 1.0227 | 36.64 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices