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SMCI company profile

SMCI Volatility & Regime

Descriptive volatility statistics + an experimental regime signal — not investment advice; past/model estimates do not indicate future results. Price-based statistics are lmfin computations over a pinned Yahoo adjusted-close window. See Disclaimer.

Window: 3y ending 2026-06-30.

Volatility estimates

For SMCI over the pinned 3y window ending 2026-06-30, lmfin computes current annualized volatility 112.17%, long-run annualized volatility 99.37%, and GARCH persistence 0.93.

The GARCH model's 1-day-ahead volatility estimate is 109.86%, its 5-day-ahead estimate is 107.24%, and its 21-day-ahead estimate is 101.80%.

Comparator estimates

For the same pinned window, lmfin also reports EWMA volatility 129.76%, trailing 21-day volatility 145.41%, and trailing-window volatility 99.39%.

Experimental regime signal

lmfin's experimental regime detector reports 11.00 detected change-points in the pinned window. The current experimental volatility state is high, with 14.00 days in that state.

Volatility figure

SMCI annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.SMCI annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.SMCI annualized volatility estimatesWindow 3y ending 2026-06-30Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.EstimateAnnualized volatility (%)0.0%75.0%150.0%Long-runCurrent1-day est.5-day est.21-day est.EWMATrailing 21d

Volatility table

MetricValueWindowEnd
Current annualized volatility112.17%3y2026-06-30
Long-run annualized volatility99.37%3y2026-06-30
GARCH model 1-day-ahead volatility estimate109.86%3y2026-06-30
GARCH model 5-day-ahead volatility estimate107.24%3y2026-06-30
GARCH model 21-day-ahead volatility estimate101.80%3y2026-06-30
EWMA annualized volatility129.76%3y2026-06-30
Trailing 21-day annualized volatility145.41%3y2026-06-30
Trailing-window annualized volatility99.39%3y2026-06-30
GARCH persistence0.933y2026-06-30

Experimental regime change-points

Current experimental state: high; current state start: 2026-06-10; days in state: 14.

Datelmfin note
2023-08-09BOCPD MAP run length reset from 25 to 1; P(run<=5)=0.97
2024-01-19BOCPD MAP run length reset from 111 to 1; P(run<=5)=1.00
2024-04-03BOCPD MAP run length reset from 51 to 6; P(run<=5)=0.09
2024-05-13BOCPD MAP run length reset from 48 to 5; P(run<=5)=0.26
2025-02-10BOCPD MAP run length reset from 45 to 5; P(run<=5)=0.42
2025-08-27BOCPD MAP run length reset from 182 to 3; P(run<=5)=0.17
2025-12-30BOCPD MAP run length reset from 157 to 6; P(run<=5)=0.13
2026-02-06BOCPD MAP run length reset from 183 to 3; P(run<=5)=0.46
2026-03-20BOCPD MAP run length reset from 212 to 1; P(run<=5)=1.00
2026-05-06BOCPD MAP run length reset from 31 to 1; P(run<=5)=0.53
2026-06-10BOCPD MAP run length reset from 55 to 1; P(run<=5)=0.49

Provenance

lmfin: lmfin 0.1.0. Vol command: lmfin vol SMCI --window 3y --end 2026-06-30 --json. Regime command: lmfin regime SMCI --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-07-03; window end: 2026-06-30. Volatility statistics and experimental regime change-points are lmfin computations from Yahoo adjusted-close data over the pinned window. Model estimates are descriptive outputs, not advice.