SMI Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:66.10% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1826 | 14.48 | |
| 0.1354 | 24.26 | |
| 0.9458 | 332.20 | |
| 0.1206 | 23.53 |
Estimation Period:
Jan 4, 1999 to Jul 31, 2025
Jan 4, 1999 to Jul 31, 2025
News Impact Curve
Volatility Forecasts
Other SMI Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices