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	param	t-stat
$ω$	1.9016	19.71
$α$	0.1165	40.98
$β$	0.7826	193.77
$γ$	-3.1327	-30.75

V-Lab

SMI Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:80.77% (-3.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses