SMI Volatility Index

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	param	t-stat
$ω$	1.3708	5.68
$α$	0.1250	8.31
$β$	0.8351	49.69
$γ_{1}$	0.0340	2.29
$γ_{2}$	-0.0443	-1.93
$γ_{3}$	0.0254	1.53
$γ_{4}$	-0.0396	-2.27
$γ_{5}$	0.0501	2.69
$γ_{6}$	-0.0370	-2.64

V-Lab

Swiss Re AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.68% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Swiss Re AG Analyses