Smu Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.84% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 12.90 | |
| 0.0974 | 13.15 | |
| 0.8753 | 236.26 | |
| 0.0369 | 2.33 |
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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