Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.97%
increased by 1.68%
1 Week
14.12%
increased by 1.83%
1 Month
14.60%
increased by 2.31%
Analysis last updated: Friday, June 12, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1044 | 11.49 | |
| 0.1048 | 31.79 | |
| 0.9747 | 394.31 | |
| 8.3163 | 5.24 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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