SMI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
94.45%
decreased by 2.31%
1 Week
93.71%
decreased by 3.05%
1 Month
91.51%
decreased by 5.25%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 29.5471 | 12.82 | |
| 0.0878 | 23.54 | |
| 0.9502 | 241.54 | |
| 5.5827 | 5.86 |
Estimation Period:
Jan 4, 1999 to Dec 30, 2025
Jan 4, 1999 to Dec 30, 2025
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