Swatch Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.63% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 1.46 | |
| 0.0000 | 0.00 | |
| 0.9818 | 445.04 | |
| 0.0317 | 6.22 |
Estimation Period:
Feb 15, 2007 to Feb 6, 2026
Feb 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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