V-Lab
SMI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:119.72% (-10.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.9379 | 12.15 | |
| 0.0864 | 23.66 | |
| 0.9521 | 228.65 | |
| 5.6090 | 5.62 |
Estimation Period:
Jan 4, 1999 to Apr 30, 2025
Jan 4, 1999 to Apr 30, 2025
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