US Dollar to Swiss Franc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.26% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 9.01 | |
| 0.0214 | 16.01 | |
| 0.9721 | 1,099.64 | |
| 0.0060 | 2.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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