Swiss Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.73%
decreased by 0.27%
1 Week
12.32%
increased by 0.32%
1 Month
13.67%
increased by 1.67%
Analysis last updated: Friday, June 12, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0100 | 1.99 | |
| 0.7940 | 183.16 | |
| 0.2296 | 34.92 | |
| 0.0059 | 2.45 | |
| 0.0203 | 3.28 | |
| 0.9741 | 112.70 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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