V-Lab: SMI Volatility Index APARCH Volatility Analysis

V-Lab

SMI Volatility Index APARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:71.57% (-0.10%)

Analysis last updated: Saturday, June 14, 2025 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3636	14.07
$α$	0.0752	19.10
$β$	0.8820	228.49
$γ$	-0.8936	-16.30
$δ$	1.1046	32.93

Estimation Period:
Jan 4, 1999 to May 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts