Sm Enterainment Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.96% (-4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0911 | 20.80 | |
| 0.7221 | 64.13 | |
| 0.0064 | 1.11 | |
| 2.6572 | 1.40 | |
| 0.7873 | 1.61 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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