Swiss Market Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.47%
increased by 1.29%
1 Week
12.96%
increased by 1.78%
1 Month
14.30%
increased by 3.12%
Analysis last updated: Friday, June 12, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 6.88 | |
| 0.1162 | 43.68 | |
| 0.8335 | 252.79 | |
| 0.5916 | 27.26 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other AGARCH Analyses on Equity Indices