SMI Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:74.80% (+2.82%)
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
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