V-Lab
SMI Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 14th, 2025:122.53% (-11.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8516 | 19.56 | |
| 0.1094 | 41.16 | |
| 0.7915 | 196.98 | |
| -3.1630 | -29.78 |
Estimation Period:
Jan 4, 1999 to Dec 30, 2024
Jan 4, 1999 to Dec 30, 2024
News Impact Curve
Volatility Forecasts
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