SMI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
68.69%
decreased by 4.36%
1 Week
70.64%
decreased by 2.41%
1 Month
75.98%
increased by 2.93%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 29.7101 | 13.05 | |
| 0.0886 | 23.82 | |
| 0.9483 | 234.32 | |
| 5.5165 | 5.96 |
Estimation Period:
Jan 4, 1999 to Apr 30, 2026
Jan 4, 1999 to Apr 30, 2026
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