Smiths Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.71% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 17.91 | |
| 0.0291 | 14.10 | |
| 0.9208 | 419.88 | |
| 0.0688 | 15.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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