Smith & Nephew PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.17% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1677 | 23.29 | |
| 0.0733 | 13.12 | |
| 0.8510 | 186.49 | |
| 0.0538 | 5.46 |
Estimation Period:
Nov 16, 1999 to Feb 6, 2026
Nov 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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