SMI Volatility Index

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	param	t-stat
$ω$	0.1784	14.28
$α$	0.1342	24.48
$β$	0.9469	337.10
$γ$	0.1203	23.79

V-Lab

SMI Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 9th, 2026:70.01% (-3.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses