Smartgroup Corporation Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.14% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3991 | 3.98 | |
| 0.0510 | 1.44 | |
| 0.7960 | 27.74 | |
| 0.0990 | 0.52 |
Estimation Period:
Jul 22, 2025 to Feb 6, 2026
Jul 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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