SMI Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:97.92% (-8.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8671 | 14.64 | |
| 0.1378 | 7.55 | |
| 0.7217 | 21.69 | |
| 0.0046 | 2.78 | |
| -0.0114 | -3.46 |
Estimation Period:
Jan 4, 1999 to Jul 31, 2025
Jan 4, 1999 to Jul 31, 2025
News Impact Curve
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