Smart-Core Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.91% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1417 | 10.82 | |
| 0.1495 | 11.21 | |
| 0.8640 | 131.95 | |
| -0.0270 | -1.29 |
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Oct 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Smart-Core Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities