Swiss Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
10.55%
decreased by 0.25%
1 Week
11.35%
increased by 0.55%
1 Month
13.18%
increased by 2.38%
Analysis last updated: Friday, May 22, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0100 | 2.00 | |
| 0.7941 | 183.56 | |
| 0.2299 | 34.90 | |
| 0.0058 | 2.46 | |
| 0.0202 | 3.30 | |
| 0.9742 | 113.49 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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