V-Lab
SMI Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:68.24% (-1.89%)
Analysis last updated: Saturday, February 1, 2025 at 01:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1791 | 22.33 | |
| 0.1594 | 23.77 | |
| 0.8329 | 177.33 | |
| -0.1476 | -19.47 |
Estimation Period:
Jan 4, 1999 to Dec 30, 2024
Jan 4, 1999 to Dec 30, 2024
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