Swatch Group AG/The MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.18% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0737 | 15.53 | |
| 0.7970 | 112.74 | |
| 0.0788 | 11.70 | |
| 0.0255 | 2.71 | |
| 0.0195 | 3.86 | |
| 0.9736 | 139.43 |
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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