Sm Enterainment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.88% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3778 | 15.74 | |
| 0.0742 | 17.32 | |
| 0.9034 | 252.27 | |
| -0.0137 | -1.86 |
Estimation Period:
Jan 25, 2001 to Feb 13, 2026
Jan 25, 2001 to Feb 13, 2026
News Impact Curve
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