Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.95% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1036 | 11.41 | |
| 0.1046 | 31.79 | |
| 0.9750 | 397.00 | |
| 8.3152 | 5.25 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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