Swisscom AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.96% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 5.60 | |
| 0.0033 | 2.10 | |
| 0.9479 | 168.57 | |
| 0.0623 | 5.98 |
Estimation Period:
Apr 11, 2012 to Feb 13, 2026
Apr 11, 2012 to Feb 13, 2026
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