Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.49%
decreased by 0.32%
1 Week
11.80%
decreased by 0.01%
1 Month
12.80%
increased by 0.99%
Analysis last updated: Saturday, May 23, 2026 at 02:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1045 | 11.47 | |
| 0.1050 | 31.79 | |
| 0.9747 | 393.66 | |
| 8.3097 | 5.25 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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