Swatch Group AG/The EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.30% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 17.77 | |
| 0.1751 | 32.83 | |
| 0.9519 | 380.59 | |
| -0.0609 | -15.07 |
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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