Swatch Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.74% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1979 | 3.39 | |
| 0.0517 | 2.91 | |
| 0.8902 | 32.63 | |
| -0.4279 | -1.11 | |
| 0.4293 | 0.78 | |
| 0.2119 | 0.50 | |
| -0.4796 | -1.23 | |
| 0.9898 | 2.81 | |
| -1.6586 | -4.66 | |
| 1.9151 | 4.46 | |
| -1.4989 | -3.56 |
Estimation Period:
Jul 26, 2000 to Feb 6, 2026
Jul 26, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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