Smu Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.00% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 13.60 | |
| 0.1211 | 25.80 | |
| 0.8691 | 232.13 |
Estimation Period:
Jan 24, 2017 to Feb 6, 2026
Jan 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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