SMI Volatility Index

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	param	t-stat
$ω$	29.5471	12.82
$α$	0.0878	23.54
$β$	0.9502	241.54
$ν$	5.5827	5.86

V-Lab

SMI Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:112.49% (-8.80%)

Date Range:

Parameter Estimates

Other SMI Volatility Index Analyses