SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:74.39% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7486 | 18.66 | |
| 0.1333 | 7.67 | |
| 0.7420 | 23.83 | |
| -0.0009 | -5.49 |
Estimation Period:
Jan 4, 1999 to Jul 31, 2025
Jan 4, 1999 to Jul 31, 2025
News Impact Curve
Volatility Forecasts
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