Smc Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.29% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0177 | 5.53 | |
| 0.0756 | 8.73 | |
| 0.8868 | 74.44 | |
| -0.0581 | -2.04 | |
| 0.1596 | 3.93 | |
| -0.2024 | -7.55 | |
| 0.1549 | 5.82 | |
| -0.0739 | -2.68 | |
| 0.0302 | 0.93 | |
| -0.0133 | -0.38 | |
| 0.0025 | 0.09 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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