Swatch Group AG/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.83% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1890 | 16.53 | |
| 0.0585 | 17.43 | |
| 0.8521 | 189.45 | |
| 0.0801 | 8.35 |
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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