Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
13.63%
decreased by 0.51%
1 Week
13.79%
decreased by 0.35%
1 Month
14.34%
increased by 0.20%
Analysis last updated: Friday, July 3, 2026 at 05:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1021 | 11.49 | |
| 0.1045 | 31.78 | |
| 0.9747 | 393.99 | |
| 8.3035 | 5.24 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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