SMI Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
61.06%
decreased by 1.08%
1 Week
66.90%
increased by 4.76%
1 Month
77.81%
increased by 15.67%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0466 | 20.32 | |
| 0.1202 | 40.16 | |
| 0.7739 | 179.39 | |
| -3.1154 | -30.88 |
Estimation Period:
Jan 4, 1999 to May 13, 2026
Jan 4, 1999 to May 13, 2026
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