Swiss Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
13.15%
decreased by 0.87%
1 Week
13.33%
decreased by 0.69%
1 Month
13.92%
decreased by 0.10%
Analysis last updated: Thursday, April 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 | ||
| 0.0101 | 2.00 | |
| 0.7925 | 180.56 | |
| 0.2310 | 35.04 | |
| 0.0058 | 2.44 | |
| 0.0204 | 3.29 | |
| 0.9740 | 112.23 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
Other MF2-GARCH Analyses on Equity Indices