Swiss Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:9.16% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0100 | 1.98 | |
| 0.7950 | 183.42 | |
| 0.2278 | 34.46 | |
| 0.0058 | 2.43 | |
| 0.0203 | 3.27 | |
| 0.9742 | 112.55 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices