Swiss Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:11.49% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0101 | 2.01 | |
| 0.7958 | 186.11 | |
| 0.2274 | 34.41 | |
| 0.0056 | 2.46 | |
| 0.0201 | 3.32 | |
| 0.9745 | 115.80 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices