Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
17.58%
decreased by 1.46%
1 Week
17.54%
decreased by 1.50%
1 Month
17.40%
decreased by 1.64%
Analysis last updated: Thursday, April 2, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1092 | 11.40 | |
| 0.1051 | 31.78 | |
| 0.9748 | 393.56 | |
| 8.3016 | 5.26 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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