Swiss Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.75% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0099 | 1.97 | |
| 0.7959 | 186.44 | |
| 0.2276 | 34.51 | |
| 0.0057 | 2.46 | |
| 0.0200 | 3.32 | |
| 0.9745 | 115.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices