Smk Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.61% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0973 | 8.92 | |
| 0.1164 | 8.22 | |
| 0.7596 | 26.23 | |
| -0.0073 | -0.26 | |
| 0.0636 | 1.52 | |
| -0.1456 | -4.58 | |
| 0.1690 | 4.10 | |
| -0.1215 | -2.48 | |
| 0.0538 | 1.25 | |
| -0.0119 | -0.33 | |
| -0.0405 | -1.12 | |
| 0.1243 | 2.88 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities