SMT Scharf AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.65% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7012 | 16.71 | |
| 0.1368 | 14.17 | |
| 0.7064 | 57.10 | |
| 0.0471 | 2.63 |
Estimation Period:
Apr 10, 2007 to Feb 6, 2026
Apr 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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