Smart Sand, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.12% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3211 | 16.89 | |
| 0.1747 | 12.04 | |
| 0.8178 | 118.92 | |
| -0.1036 | -5.40 |
Estimation Period:
Nov 4, 2016 to Feb 6, 2026
Nov 4, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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