Smiths News PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.97% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6298 | 18.01 | |
| 0.1027 | 7.72 | |
| 0.7834 | 65.36 | |
| 0.0508 | 1.99 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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