SMI Volatility Index

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	param	t-stat
$ω$	2.3942	24.19
$α$	0.1798	24.37
$β$	0.8155	177.37
$γ$	-0.1658	-20.65

V-Lab

SMI Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:131.91% (-10.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses