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V-Lab

SMG Swiss Marketplace Group AG MF2-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

48.63%

decreased by 0.26%

1 Week

49.40%

increased by 0.51%

1 Month

49.44%

increased by 0.55%

Analysis last updated: Saturday, July 25, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

All

graph of SMG Swiss Marketplace Group AG MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 23, 2025 to Jul 24, 2026
Boundary Parameters
σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

61
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.0913
0.00
γ

leverage

Additional response to negative shocks

0.0000
0.00
λ₁

tau intercept

Baseline long-term coefficient

2.0342
0.00
λ₂

forecast adj.

Forecast performance sensitivity

1.0000
0.00
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.091

Half-life:

0 days