V-Lab: SMI Volatility Index GARCH Volatility Analysis

V-Lab

SMI Volatility Index GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:89.05% (-2.47%)

Analysis last updated: Saturday, May 10, 2025 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3214	23.49
$α$	0.1187	29.83
$β$	0.8062	136.41

Estimation Period:
Jan 4, 1999 to Apr 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts