Swiss Market Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.08%
decreased by 0.12%
1 Week
12.39%
increased by 0.19%
1 Month
13.39%
increased by 1.19%
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 | |
|---|---|---|
| 0.0020 | 0.83 | |
| 0.1857 | 42.22 | |
| 0.9558 | 456.46 | |
| -0.1252 | -24.69 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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