V-Lab
SMI Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:101.60% (-6.64%)
Analysis last updated: Saturday, December 28, 2024 at 12:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1839 | 22.35 | |
| 0.1598 | 23.76 | |
| 0.8326 | 177.11 | |
| -0.1480 | -19.47 |
Estimation Period:
Jan 4, 1999 to Dec 23, 2024
Jan 4, 1999 to Dec 23, 2024
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