V-Lab
SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:91.09% (-6.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7449 | 18.33 | |
| 0.1305 | 7.55 | |
| 0.7492 | 24.30 | |
| -0.0009 | -5.48 |
Estimation Period:
Jan 4, 1999 to Apr 30, 2025
Jan 4, 1999 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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