SM Bexel Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.45% (-4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3292 | 13.60 | |
| 0.2189 | 34.77 | |
| 0.7229 | 96.25 | |
| -0.7540 | -6.29 |
Estimation Period:
Dec 27, 1994 to Jan 30, 2026
Dec 27, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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