US Dollar to Swiss Franc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.37%
decreased by 0.13%
1 Week
7.38%
decreased by 0.12%
1 Month
7.43%
decreased by 0.07%
Analysis last updated: Sunday, June 14, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5481 | 9.89 | |
| 0.0175 | 73.89 | |
| 0.9990 | 11,752.94 | |
| 2.8344 | 181.38 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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