Swatch Group AG/The AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.52% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1221 | 11.01 | |
| 0.0821 | 34.94 | |
| 0.8757 | 242.04 | |
| 0.6735 | 10.95 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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