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V-Lab

Swatch Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.19% (-1.10%)
Analysis last updated: Friday, February 13, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swatch Group AG SGARCH
paramt-stat
ω1.87184.53
α0.05093.26
β0.867822.09
γ11.38632.29
γ2-2.7486-2.87
γ32.54423.72
γ4-1.7071-3.22
γ50.42440.82
γ61.08662.07
γ7-1.9034-3.52
γ80.85451.21
γ91.52611.21
γ10-4.3834-1.62
Estimation Period:
Jul 26, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts