Swatch Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.19% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8718 | 4.53 | |
| 0.0509 | 3.26 | |
| 0.8678 | 22.09 | |
| 1.3863 | 2.29 | |
| -2.7486 | -2.87 | |
| 2.5442 | 3.72 | |
| -1.7071 | -3.22 | |
| 0.4244 | 0.82 | |
| 1.0866 | 2.07 | |
| -1.9034 | -3.52 | |
| 0.8545 | 1.21 | |
| 1.5261 | 1.21 | |
| -4.3834 | -1.62 |
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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