SMI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
61.12%
decreased by 1.69%
1 Week
64.04%
increased by 1.23%
1 Month
71.80%
increased by 8.99%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 29.6996 | 12.97 | |
| 0.0881 | 23.79 | |
| 0.9487 | 235.00 | |
| 5.5095 | 5.95 |
Estimation Period:
Jan 4, 1999 to May 13, 2026
Jan 4, 1999 to May 13, 2026
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