Swiss Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
11.07%
increased by 0.01%
1 Week
11.77%
increased by 0.71%
1 Month
13.39%
increased by 2.33%
Analysis last updated: Thursday, July 2, 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 | ||
| 0.0099 | 1.98 | |
| 0.7937 | 182.59 | |
| 0.2299 | 34.99 | |
| 0.0059 | 2.45 | |
| 0.0204 | 3.28 | |
| 0.9740 | 112.22 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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