Sms Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.69% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6394 | 6.57 | |
| 0.2515 | 4.10 | |
| 0.3603 | 4.25 | |
| 0.1870 | 3.64 | |
| -0.2665 | -3.16 | |
| 0.1320 | 2.22 | |
| -0.0912 | -2.12 | |
| 0.1395 | 2.53 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
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