Swatch Group AG/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.91% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0896 | 12.53 | |
| 0.0393 | 18.37 | |
| 0.9142 | 344.20 | |
| 0.0494 | 9.35 |
Estimation Period:
Jun 30, 1993 to Feb 6, 2026
Jun 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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