Swatch Group AG/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.25% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 11.69 | |
| 0.0690 | 44.29 | |
| 0.9048 | 473.44 | |
| 0.6460 | 13.93 |
Estimation Period:
Jun 30, 1993 to Feb 13, 2026
Jun 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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