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 Thursday, May 21st, 2026
1 Day
45.67%
unchanged at 0.00%
1 Week
45.67%
unchanged at 0.00%
1 Month
45.67%
unchanged at 0.00%
Analysis last updated: Thursday, May 21, 2026 at 05:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5610 | 2.52 | |
| 0.0000 | 0.00 | |
| 1.0000 | 4.26 | |
| 3.2003 | 0.24 |
Estimation Period:
Oct 23, 2025 to May 15, 2026
Oct 23, 2025 to May 15, 2026
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