SMI Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
135.69%
increased by 24.52%
1 Week
131.04%
increased by 19.87%
1 Month
117.86%
increased by 6.69%
Analysis last updated: Friday, March 20, 2026 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3521 | 14.24 | |
| 0.0749 | 19.45 | |
| 0.8834 | 232.96 | |
| -0.8963 | -16.61 | |
| 1.0983 | 33.29 |
Estimation Period:
Jan 4, 1999 to Dec 30, 2025
Jan 4, 1999 to Dec 30, 2025
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