Swatch Group Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.79% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0887 | 10.53 | |
| 0.0176 | 6.63 | |
| 0.9322 | 264.24 | |
| 0.0501 | 7.26 |
Estimation Period:
Apr 21, 2014 to Feb 6, 2026
Apr 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Swatch Group Ag Analyses
Other GJR-GARCH Analyses on International Equities