SMI Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:75.67% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3630 | 14.08 | |
| 0.0752 | 19.14 | |
| 0.8819 | 227.82 | |
| -0.8918 | -16.35 | |
| 1.1034 | 32.96 |
Estimation Period:
Jan 4, 1999 to Jul 31, 2025
Jan 4, 1999 to Jul 31, 2025
News Impact Curve
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