SM Bexel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.51% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3729 | 12.02 | |
| 0.2351 | 19.41 | |
| 0.7369 | 97.68 | |
| -0.0681 | -3.40 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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