Swiss National Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.15% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0747 | 0.94 | |
| 0.0000 | 0.00 | |
| 0.1248 | 0.91 | |
| 8.8208 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0142 | 0.00 |
Estimation Period:
May 11, 2017 to Feb 6, 2026
May 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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