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

V-Lab

Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:14.62% (-0.53%)

Analysis last updated: Thursday, May 8, 2025 at 05:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0098	1.91
$β$	0.7943	178.86
$γ$	0.2296	34.16
$λ_{1}$	0.0061	2.40
$λ_{2}$	0.0209	3.16
$λ_{3}$	0.9733	105.68

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts