Swiss Market Index APARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
17.28%
increased by 0.24%
1 Week
17.26%
increased by 0.22%
1 Month
17.22%
increased by 0.18%
Analysis last updated: Friday, April 24, 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 | |
|---|---|---|
| 0.0470 | 25.95 | |
| 0.1082 | 39.13 | |
| 0.8694 | 304.40 | |
| 0.6930 | 29.14 | |
| 1.0270 | 36.90 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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