SMI Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:98.40% (+7.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3521 | 14.24 | |
| 0.0749 | 19.45 | |
| 0.8834 | 232.96 | |
| -0.8963 | -16.61 | |
| 1.0983 | 33.29 |
Estimation Period:
Jan 4, 1999 to Dec 30, 2025
Jan 4, 1999 to Dec 30, 2025
News Impact Curve
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