V-Lab
SMI Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 14th, 2025:68.06% (-0.97%)
Analysis last updated: Friday, February 14, 2025 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3537 | 13.60 | |
| 0.0692 | 17.29 | |
| 0.8883 | 230.55 | |
| -0.9070 | -14.44 | |
| 1.1187 | 31.63 |
Estimation Period:
Jan 4, 1999 to Dec 30, 2024
Jan 4, 1999 to Dec 30, 2024
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