Swiss Franc MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
3.02%
decreased by 0.05%
1 Week
37.56%
increased by 34.49%
1 Month
4,524,299.72%
increased by 4,524,296.65%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.9433 | 9,433,180.00 | |
| 0.0171 | 171,320.00 | |
| 0.0791 | 791,020.00 | |
| 0.0732 | 6.34 | |
| 0.6802 | 21.23 | |
| 0.0388 | 0.77 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Swiss Franc Analyses
Other MF2-GARCH Analyses on Currencies