Swiss Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
12.59%
increased by 0.45%
1 Week
12.82%
increased by 0.68%
1 Month
13.58%
increased by 1.44%
Analysis last updated: Wednesday, June 10, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1044 | 11.47 | |
| 0.1048 | 31.78 | |
| 0.9747 | 393.83 | |
| 8.3088 | 5.25 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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