Sms Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.38% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9115 | 18.29 | |
| 0.2946 | 10.69 | |
| 0.5932 | 37.94 | |
| -0.0072 | -0.24 |
Estimation Period:
Mar 13, 2008 to Feb 13, 2026
Mar 13, 2008 to Feb 13, 2026
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