SMI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
96.38%
decreased by 6.06%
1 Week
95.48%
decreased by 6.96%
1 Month
92.80%
decreased by 9.64%
Analysis last updated: Friday, April 17, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 29.7294 | 12.97 | |
| 0.0881 | 23.81 | |
| 0.9490 | 235.72 | |
| 5.5365 | 5.92 |
Estimation Period:
Jan 4, 1999 to Apr 2, 2026
Jan 4, 1999 to Apr 2, 2026
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