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 Friday, June 12th, 2026
1 Day
44.12%
unchanged at 0.00%
1 Week
44.12%
unchanged at 0.00%
1 Month
44.12%
unchanged at 0.00%
Analysis last updated: Friday, June 12, 2026 at 06:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5450 | 3.09 | |
| 0.0000 | 0.00 | |
| 1.0000 | 4.19 | |
| 2.6629 | 0.26 |
Estimation Period:
Oct 23, 2025 to Jun 5, 2026
Oct 23, 2025 to Jun 5, 2026
Other SMG Swiss Marketplace Group AG Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities