Swiss Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
13.56%
decreased by 0.87%
1 Week
13.83%
decreased by 0.60%
1 Month
14.54%
increased by 0.11%
Analysis last updated: Monday, April 27, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0101 | 2.02 | |
| 0.7940 | 183.15 | |
| 0.2300 | 34.88 | |
| 0.0059 | 2.45 | |
| 0.0203 | 3.29 | |
| 0.9741 | 112.81 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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