V-Lab
V-Lab
Smith & Nephew PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:23.04% (-0.61%)

Analysis last updated: Wednesday, May 1, 2024 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Smith & Nephew PLC GJR-GARCH
paramt-stat
ω0.037319.41
α0.034119.67
β0.9308491.71
γ0.047412.68
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts