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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8334	10.87***
α ARCH Response to squared shocks	0.1433	7.60***
β GARCH Volatility persistence	0.7160	20.89***

γ₁	-0.0006	-0.07
γ₂	0.0080	0.69
γ₃	-0.0186	-2.46**
γ₄	0.0151	3.00***

V-Lab

SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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