V-Lab: Swiss Market Index MF2-GARCH Volatility Analysis

V-Lab

Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.63% (+0.01%)

Analysis last updated: Friday, August 29, 2025 at 05:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0102	1.99
$β$	0.7928	178.19
$γ$	0.2295	34.34
$λ_{1}$	0.0060	2.41
$λ_{2}$	0.0209	3.19
$λ_{3}$	0.9733	106.94

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts