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

V-Lab

Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 22nd, 2025:31.86% (-3.31%)

Analysis last updated: Thursday, April 17, 2025 at 05:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0095	1.84
$β$	0.7990	184.19
$γ$	0.2264	33.68
$λ_{1}$	0.0060	2.43
$λ_{2}$	0.0202	3.21
$λ_{3}$	0.9741	110.58

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts