Sms Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.65% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.1097 | 3.85 | |
| 0.0890 | 30.05 | |
| 0.9763 | 152.79 | |
| 3.3653 | 14.33 |
Estimation Period:
Mar 13, 2008 to Feb 10, 2026
Mar 13, 2008 to Feb 10, 2026
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