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

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Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:10.18% (-0.27%)

Analysis last updated: Thursday, November 27, 2025 at 06:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0098	1.95
$β$	0.7945	180.73
$γ$	0.2277	34.43
$λ_{1}$	0.0060	2.40
$λ_{2}$	0.0206	3.18
$λ_{3}$	0.9736	107.46

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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