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V-Lab

SMG Swiss Marketplace Group AG Zero Slope Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 27th, 2026

1 Day

42.49%

unchanged at 0.00%

1 Week

42.49%

unchanged at 0.00%

1 Month

42.49%

unchanged at 0.00%

Analysis last updated: Saturday, July 25, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

All

graph of SMG Swiss Marketplace Group AG S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 23, 2025 to Jul 24, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4719
5.95***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

1.0000
2.35**
γi Spline Coefficients
K=1
γ11.9409
0.59

Persistence:

1.000

Half-life:

-