SMC Electric Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.90% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8509 | 17.28 | |
| 0.2330 | 4.80 | |
| 0.7025 | 47.98 | |
| -0.1976 | -3.72 |
Estimation Period:
Jun 2, 2020 to Feb 13, 2026
Jun 2, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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