V-Lab: Smith & Nephew PLC GJR-GARCH Volatility Analysis

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V-Lab

Smith & Nephew PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:26.62% (-0.75%)

Analysis last updated: Wednesday, April 17, 2024 at 01:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0369	19.30
$α$	0.0337	19.55
$β$	0.9312	494.29
$γ$	0.0477	12.79

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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