SMI Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:68.88% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4132 | 24.03 | |
| 0.1787 | 24.13 | |
| 0.8161 | 176.52 | |
| -0.1651 | -20.49 |
Estimation Period:
Jan 4, 1999 to Jul 31, 2025
Jan 4, 1999 to Jul 31, 2025
News Impact Curve
Volatility Forecasts
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