SMI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3825	24.81
$α$	0.1214	31.04
$β$	0.8007	139.75

V-Lab

SMI Volatility Index GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:95.06% (-5.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses