Swiss Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
10.79%
decreased by 0.28%
1 Week
11.55%
increased by 0.48%
1 Month
13.28%
increased by 2.21%
Analysis last updated: Friday, July 3, 2026 at 05:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0097 | 1.95 | |
| 0.7932 | 181.64 | |
| 0.2305 | 35.09 | |
| 0.0059 | 2.44 | |
| 0.0205 | 3.26 | |
| 0.9738 | 110.52 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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