Swiss Market Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
13.69%
decreased by 0.81%
1 Week
13.89%
decreased by 0.61%
1 Month
14.52%
increased by 0.02%
Analysis last updated: Friday, June 5, 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 | |
|---|---|---|
| 0.0020 | 0.83 | |
| 0.1858 | 42.24 | |
| 0.9558 | 455.58 | |
| -0.1253 | -24.67 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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