Swatch Group AG/The MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.28% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0455 | 17.55 | |
| 0.8493 | 155.23 | |
| 0.0690 | 16.31 | |
| 0.0270 | 2.49 | |
| 0.0173 | 3.91 | |
| 0.9758 | 178.39 |
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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