V-Lab: SMI Volatility Index GARCH Volatility Analysis

Skip to main content

V-Lab

SMI Volatility Index GARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:111.71% (+11.08%)

Analysis last updated: Friday, November 21, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3840	24.51
$α$	0.1202	30.61
$β$	0.8023	139.39

Estimation Period:
Jan 4, 1999 to Jul 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts