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

V-Lab

Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:9.74% (-0.02%)

Analysis last updated: Thursday, July 10, 2025 at 05:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0103	2.01
$β$	0.7917	177.24
$γ$	0.2311	34.54
$λ_{1}$	0.0060	2.42
$λ_{2}$	0.0209	3.20
$λ_{3}$	0.9733	107.14

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts