Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
15.70%
increased by 0.48%
1 Week
15.75%
increased by 0.53%
1 Month
15.92%
increased by 0.70%
Analysis last updated: Tuesday, May 5, 2026 at 02:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1080 | 11.42 | |
| 0.1049 | 31.78 | |
| 0.9749 | 394.20 | |
| 8.3094 | 5.25 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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