SMI Volatility Index EGARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
96.77%
decreased by 6.23%
1 Week
95.50%
decreased by 7.50%
1 Month
92.04%
decreased by 10.96%
Analysis last updated: Friday, April 10, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1873 | 14.66 | |
| 0.1370 | 24.55 | |
| 0.9443 | 326.41 | |
| 0.1224 | 23.90 |
Estimation Period:
Jan 4, 1999 to Apr 2, 2026
Jan 4, 1999 to Apr 2, 2026
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