US Dollar to Swiss Franc MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
-0.00%
decreased by 2.13%
1 Week
0.07%
decreased by 2.06%
1 Month
0.08%
decreased by 2.05%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.8613 | 8,613,200.00 | |
| 0.0000 | 100.00 | |
| 0.2773 | 2,773,410.00 | |
| 9.1018 | 91,017,970.00 | |
| 0.0900 | 900,080.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other MF2-GARCH Analyses on Currencies