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, May 25th, 2026
1 Day
-0.00%
decreased by 4.13%
1 Week
0.56%
decreased by 3.57%
1 Month
0.75%
decreased by 3.38%
Analysis last updated: Sunday, May 24, 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 | ||
| 0.7818 | 7,818,340.00 | |
| 0.0000 | 100.00 | |
| 0.4363 | 4,363,130.00 | |
| 3.4563 | 34,563,270.00 | |
| 0.3353 | 3,353,080.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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