Sms Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.47% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5179 | 5.31 | |
| 0.2342 | 4.35 | |
| 0.3963 | 4.79 | |
| 0.1478 | 0.91 | |
| 0.0154 | 0.06 | |
| -0.2514 | -0.95 | |
| -0.0226 | -0.08 | |
| 0.3238 | 1.31 | |
| -0.3599 | -1.65 | |
| 0.1724 | 0.76 | |
| 0.0722 | 0.41 | |
| -0.1641 | -1.28 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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