SMI Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:69.75% (+3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.7347 | 12.65 | |
| 0.0865 | 23.51 | |
| 0.9510 | 240.81 | |
| 5.5966 | 5.73 |
Estimation Period:
Jan 4, 1999 to Jul 31, 2025
Jan 4, 1999 to Jul 31, 2025
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