Swiss Market Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
12.75%
decreased by 0.82%
1 Week
13.15%
decreased by 0.42%
1 Month
14.29%
increased by 0.72%
Analysis last updated: Saturday, May 16, 2026 at 01:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 15.48 | |
| 0.1412 | 46.20 | |
| 0.8169 | 183.40 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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