Swiss Market Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.46% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 15.37 | |
| 0.1406 | 46.11 | |
| 0.8179 | 184.58 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices