SMI Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:78.24% (-5.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9524 | 19.89 | |
| 0.1168 | 40.65 | |
| 0.7812 | 190.59 | |
| -3.1348 | -30.44 |
Estimation Period:
Jan 4, 1999 to Jul 31, 2025
Jan 4, 1999 to Jul 31, 2025
News Impact Curve
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