Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
17.63%
decreased by 0.10%
1 Week
17.58%
decreased by 0.15%
1 Month
17.44%
decreased by 0.29%
Analysis last updated: Tuesday, April 14, 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 | |
|---|---|---|
| 1.1114 | 11.35 | |
| 0.1051 | 31.77 | |
| 0.9749 | 393.59 | |
| 8.2980 | 5.27 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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