SMI Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
72.40%
decreased by 3.62%
1 Week
74.11%
decreased by 1.91%
1 Month
78.92%
increased by 2.90%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3834 | 13.98 | |
| 0.0753 | 18.65 | |
| 0.8795 | 224.99 | |
| -0.9024 | -15.91 | |
| 1.1226 | 33.43 |
Estimation Period:
Jan 4, 1999 to Apr 30, 2026
Jan 4, 1999 to Apr 30, 2026
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