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V-Lab

Swiss Prime Site AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:6.84% (+0.12%)
Analysis last updated: Friday, January 23, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

All

graph of Swiss Prime Site AG S0GARCH
paramt-stat
ω11.12691.63
α0.13761.18
β0.00000.00
γ1426.93614.59
γ2-431.5588-3.32
γ3-81.3246-0.79
γ4194.55781.95
γ5-149.2282-2.03
Estimation Period:
May 2, 2025 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts