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Swatch Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.74% (-0.77%)
Analysis last updated: Wednesday, February 11, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swatch Group AG S0GARCH
paramt-stat
ω1.19793.39
α0.05172.91
β0.890232.63
γ1-0.4279-1.11
γ20.42930.78
γ30.21190.50
γ4-0.4796-1.23
γ50.98982.81
γ6-1.6586-4.66
γ71.91514.46
γ8-1.4989-3.56
Estimation Period:
Jul 26, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts