SMI Volatility Index

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	param	t-stat
$ω$	0.8314	10.58
$α$	0.1369	7.68
$β$	0.7321	22.89
$γ_{1}$	-0.0013	-0.17
$γ_{2}$	0.0094	0.77
$γ_{3}$	-0.0197	-2.49
$γ_{4}$	0.0157	2.98

V-Lab

SMI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:94.61% (-6.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses