SMI Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
60.89%
decreased by 2.08%
1 Week
63.88%
increased by 0.91%
1 Month
72.27%
increased by 9.30%
Analysis last updated: Friday, June 19, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3840 | 13.98 | |
| 0.0752 | 18.57 | |
| 0.8795 | 225.23 | |
| -0.9040 | -15.83 | |
| 1.1237 | 33.47 |
Estimation Period:
Jan 4, 1999 to May 13, 2026
Jan 4, 1999 to May 13, 2026
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