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V-Lab

PSP Swiss Property AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.76% (-0.20%)
Analysis last updated: Thursday, February 12, 2026 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSP Swiss Property AG S0GARCH
paramt-stat
ω0.78846.18
α0.11487.39
β0.781230.72
γ10.04280.43
γ20.02950.16
γ3-0.2216-1.72
γ40.24813.25
γ5-0.1583-2.99
γ60.14482.91
γ7-0.1741-3.66
γ80.12453.68
Estimation Period:
Mar 7, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts