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

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Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:12.26% (+1.53%)

Analysis last updated: Friday, November 14, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0099	1.97
$β$	0.7942	180.16
$γ$	0.2280	34.45
$λ_{1}$	0.0060	2.40
$λ_{2}$	0.0207	3.17
$λ_{3}$	0.9735	107.08

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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