SMI Volatility Index

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	param	t-stat
$ω$	0.8743	14.75
$α$	0.1395	7.65
$β$	0.7186	21.72
$γ_{1}$	0.0048	3.02
$γ_{2}$	-0.0125	-4.04

V-Lab

SMI Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:73.20% (+4.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Volatility Index Analyses