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	param	t-stat
$ω$	0.8334	10.87
$α$	0.1433	7.60
$β$	0.7160	20.89
$γ_{1}$	-0.0006	-0.07
$γ_{2}$	0.0080	0.69
$γ_{3}$	-0.0186	-2.46
$γ_{4}$	0.0151	3.00

V-Lab

SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMI Volatility Index Analyses