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V-Lab

Swatch Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.91% (+0.26%)
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 SGARCH
paramt-stat
ω0.75876.03
α0.03942.98
β0.865116.56
γ10.50511.32
γ2-1.5732-2.69
γ31.91264.90
γ4-1.2833-3.94
γ50.33951.11
γ60.71132.24
γ7-1.0415-2.99
γ80.20180.52
γ91.21822.05
γ10-2.5065-2.15
Estimation Period:
Feb 15, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts