US Dollar to Swiss Franc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
6.15%
decreased by 0.05%
1 Week
6.16%
decreased by 0.04%
1 Month
6.23%
increased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 8.89 | |
| 0.0210 | 16.17 | |
| 0.9724 | 1,113.90 | |
| 0.0061 | 2.10 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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