US Dollar to Swiss Franc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.00%
decreased by 0.07%
1 Week
6.02%
decreased by 0.05%
1 Month
6.09%
increased by 0.02%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 8.98 | |
| 0.0212 | 16.15 | |
| 0.9724 | 1,111.28 | |
| 0.0060 | 2.05 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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