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V-Lab

Swiss National Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.18% (+13.57%)
Analysis last updated: Saturday, February 7, 2026 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Swiss National Bank S0GARCH
paramt-stat
ω1.438917.54
α0.797313.89
β0.20213.51
γ1-48.9704-3.53
γ261.33423.15
γ3-20.8035-2.05
γ418.29762.05
γ5-15.1595-1.28
γ6-1.9412-0.11
γ714.06290.84
Estimation Period:
May 11, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts