V-Lab: SMI Volatility Index GARCH Volatility Analysis

V-Lab

SMI Volatility Index GARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:75.34% (-3.65%)

Analysis last updated: Saturday, June 28, 2025 at 12:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3795	24.44
$α$	0.1203	30.61
$β$	0.8030	139.75

Estimation Period:
Jan 4, 1999 to May 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts