Swiss Market Index APARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
16.11%
increased by 2.01%
1 Week
16.20%
increased by 2.10%
1 Month
16.45%
increased by 2.35%
Analysis last updated: Monday, April 20, 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 | 25.94 | |
| 0.1082 | 39.11 | |
| 0.8693 | 304.28 | |
| 0.6930 | 29.14 | |
| 1.0266 | 36.83 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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