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V-Lab

Swatch Group AG/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.81% (-3.83%)
Analysis last updated: Tuesday, February 10, 2026 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swatch Group AG/The SGARCH
paramt-stat
ω1.21463.45
α0.10947.14
β0.815831.77
γ1-0.0197-0.35
γ20.04270.57
γ3-0.0005-0.01
γ4-0.1146-2.56
γ50.23015.32
γ6-0.2472-5.64
γ70.15243.04
γ8-0.0428-1.07
γ9-0.0098-0.22
γ100.06340.81
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts