Swiss Market Index Asy. MEM Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
11.29%
decreased by 0.61%
1 Week
11.64%
decreased by 0.26%
1 Month
12.69%
increased by 0.79%
Analysis last updated: Wednesday, June 17, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 39.61 | |
| 0.1093 | 27.17 | |
| 0.7779 | 277.02 | |
| 0.1532 | 23.97 |
Estimation Period:
Aug 19, 1991 to Jun 12, 2026
Aug 19, 1991 to Jun 12, 2026
Other Asy. MEM Analyses on Equity Indices