SMI Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
135.56%
increased by 30.07%
1 Week
128.58%
increased by 23.09%
1 Month
110.56%
increased by 5.07%
Analysis last updated: Friday, March 20, 2026 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3942 | 24.19 | |
| 0.1798 | 24.37 | |
| 0.8155 | 177.37 | |
| -0.1658 | -20.65 |
Estimation Period:
Jan 4, 1999 to Dec 30, 2025
Jan 4, 1999 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other SMI Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices