Smartvalue Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:61.84% (+32.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8882 | 20.15 | |
| 0.1794 | 9.84 | |
| 0.7266 | 70.99 | |
| 0.0807 | 2.59 |
Estimation Period:
Jun 19, 2015 to Feb 13, 2026
Jun 19, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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