V-Lab: SMI Volatility Index GAS-GARCH Student T Volatility Analysis

V-Lab

SMI Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:64.63% (-0.56%)

Analysis last updated: Saturday, August 2, 2025 at 03:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	29.7347	12.65
$α$	0.0865	23.51
$β$	0.9510	240.81
$ν$	5.5966	5.73

Estimation Period:
Jan 4, 1999 to Jul 31, 2025