SMI Volatility Index

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	param	t-stat
$ω$	1.9524	19.89
$α$	0.1168	40.65
$β$	0.7812	190.59
$γ$	-3.1348	-30.44

V-Lab

SMI Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:61.58% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses