V-Lab
SMI Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:83.50% (+5.28%)
Analysis last updated: Saturday, April 27, 2024 at 05:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2886 | 14.33 | |
| 0.0654 | 17.15 | |
| 0.9003 | 269.30 | |
| -0.9303 | -14.15 | |
| 1.0918 | 31.18 |
Estimation Period:
Jan 4, 1999 to Mar 28, 2024
Jan 4, 1999 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
Other SMI Volatility Index Analyses