Smc Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.80% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 23.42 | |
| 0.0438 | 16.62 | |
| 0.9229 | 463.05 | |
| 0.0405 | 9.04 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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