Skip to main content
V-Lab

Swiss Market Index GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, July 24th, 2026

1 Day

10.77%

increased by 0.56%

1 Week

11.13%

increased by 0.92%

1 Month

12.28%

increased by 2.07%

Analysis last updated: Friday, July 24, 2026 at 12:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Market Index GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 27 trading days, meaning a shock loses half its impact after approximately 27 days. Returns follow a Student-t distribution with v = 8.30 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0995
11.50***
α

ARCH

Response to squared shocks

0.1045
31.79***
β

GARCH

Volatility persistence

0.9747
393.98***
ν

DF

Student-t tail thickness

8.2988
5.25***

Persistence:

0.975

Half-life:

27 days