SMI Volatility Index

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	param	t-stat
$m$	21
$α$	0.1907	45.66
$β$	0.7743	113.67
$γ$	-0.1870	-38.83
$λ_{1}$	0.0404	1.87
$λ_{2}$	0.0059	3.58
$λ_{3}$	0.9926	456.39

V-Lab

SMI Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:85.45% (-6.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses