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

V-Lab

Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:12.25% (+1.33%)

Analysis last updated: Thursday, July 31, 2025 at 05:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0103	2.01
$β$	0.7923	177.41
$γ$	0.2297	34.35
$λ_{1}$	0.0060	2.40
$λ_{2}$	0.0208	3.18
$λ_{3}$	0.9734	106.85

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts