Smk Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.25% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3530 | 25.36 | |
| 0.0674 | 20.37 | |
| 0.8490 | 251.42 | |
| 0.0743 | 9.72 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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