SMI Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
81.57%
decreased by 5.41%
1 Week
82.62%
decreased by 4.36%
1 Month
85.04%
decreased by 1.94%
Analysis last updated: Saturday, April 25, 2026 at 02:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6009 | 24.96 | |
| 0.1274 | 30.79 | |
| 0.7881 | 128.68 |
Estimation Period:
Jan 4, 1999 to Apr 2, 2026
Jan 4, 1999 to Apr 2, 2026
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