SMI Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:72.62% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3840 | 24.51 | |
| 0.1202 | 30.61 | |
| 0.8023 | 139.39 |
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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