Sms Pharmaceuticals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.05% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5621 | 16.93 | |
| 0.1191 | 16.17 | |
| 0.8215 | 113.71 | |
| -0.0171 | -1.39 |
Estimation Period:
Mar 5, 2007 to Feb 6, 2026
Mar 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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