SMI Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
98.57%
decreased by 7.47%
1 Week
97.01%
decreased by 9.03%
1 Month
93.21%
decreased by 12.83%
Analysis last updated: Friday, April 17, 2026 at 08:28 PM 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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