Smiths Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.99% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 17.90 | |
| 0.0290 | 14.09 | |
| 0.9209 | 420.10 | |
| 0.0688 | 15.02 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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