Smith & Nephew PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.20% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 22.87 | |
| 0.0386 | 21.11 | |
| 0.9156 | 408.93 | |
| 0.0546 | 13.18 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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