V-Lab
SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:82.84% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7429 | 18.54 | |
| 0.1334 | 7.66 | |
| 0.7413 | 23.65 | |
| -0.0009 | -5.61 |
Estimation Period:
Jan 4, 1999 to May 28, 2025
Jan 4, 1999 to May 28, 2025
News Impact Curve
Volatility Forecasts
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