Swiss Market Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
15.22%
decreased by 0.93%
1 Week
15.40%
decreased by 0.75%
1 Month
15.89%
decreased by 0.26%
Analysis last updated: Tuesday, May 12, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 6.79 | |
| 0.1165 | 43.70 | |
| 0.8333 | 252.45 | |
| 0.5920 | 27.30 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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