Smcg Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.63%
decreased by 1.40%
1 Week
47.35%
decreased by 0.68%
1 Month
49.56%
increased by 1.53%
Analysis last updated: Thursday, May 21, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4513 | 4.90 | |
| 0.0764 | 3.11 | |
| 0.8930 | 80.65 | |
| -0.0110 | -0.27 |
Estimation Period:
Mar 7, 2025 to May 15, 2026
Mar 7, 2025 to May 15, 2026
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