Swiss Military Consumer Good Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.19% (-7.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8496 | 4.33 | |
| 0.1735 | 11.44 | |
| 0.7341 | 23.18 | |
| -0.1867 | -1.59 | |
| 0.1883 | 1.11 | |
| -0.1281 | -1.39 | |
| 0.3690 | 4.45 | |
| -0.5166 | -5.16 | |
| 0.6413 | 3.87 | |
| -0.7428 | -3.40 | |
| 0.7058 | 3.31 | |
| -0.5572 | -1.95 | |
| 0.3027 | 1.25 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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