Swiss Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:27.55% (+14.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0098 | 1.94 | |
| 0.7953 | 185.24 | |
| 0.2285 | 34.67 | |
| 0.0056 | 2.45 | |
| 0.0203 | 3.31 | |
| 0.9742 | 114.28 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices