SMIT Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.63% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3823 | 5.39 | |
| 0.0292 | 4.84 | |
| 0.9340 | 146.55 | |
| 0.0436 | 4.07 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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