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

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Swiss Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 16th, 2025:11.20% (-0.49%)

Analysis last updated: Wednesday, October 15, 2025 at 05:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0100	1.96
$β$	0.7933	179.15
$γ$	0.2293	34.53
$λ_{1}$	0.0060	2.40
$λ_{2}$	0.0208	3.19
$λ_{3}$	0.9735	107.34

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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