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

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Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:13.04% (+0.17%)

Analysis last updated: Friday, October 31, 2025 at 06:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0097	1.92
$β$	0.7938	179.92
$γ$	0.2287	34.52
$λ_{1}$	0.0060	2.40
$λ_{2}$	0.0207	3.19
$λ_{3}$	0.9735	107.39

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts