Swiss Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:9.02% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0100 | 1.99 | |
| 0.7952 | 184.15 | |
| 0.2278 | 34.45 | |
| 0.0057 | 2.44 | |
| 0.0202 | 3.28 | |
| 0.9743 | 113.52 |
Estimation Period:
Jan 2, 1990 to Dec 30, 2025
Jan 2, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices