V-Lab: SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:79.36% (-1.07%)

Analysis last updated: Saturday, July 5, 2025 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7429	18.54
$α$	0.1334	7.66
$β$	0.7413	23.65
$γ_{1}$	-0.0009	-5.61

Estimation Period:
Jan 4, 1999 to May 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts