SM Bexel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.57% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3744 | 12.02 | |
| 0.2355 | 19.42 | |
| 0.7367 | 97.57 | |
| -0.0683 | -3.40 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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