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V-Lab

Swatch Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.02% (+0.12%)
Analysis last updated: Wednesday, February 11, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swatch Group AG S0GARCH
paramt-stat
ω0.78806.29
α0.03532.65
β0.876118.18
γ10.57281.53
γ2-1.6516-2.86
γ31.91804.95
γ4-1.2668-3.92
γ50.31341.03
γ60.75672.41
γ7-1.1474-3.41
γ80.45691.38
γ90.63631.89
γ10-0.9915-3.21
Estimation Period:
Feb 15, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts