Sm Culture & Contents Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.30% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1775 | 15.58 | |
| 0.6088 | 25.50 | |
| 0.0198 | 1.02 | |
| 1.8398 | 0.84 | |
| 0.2746 | 0.82 | |
| 0.5824 | 1.15 |
Estimation Period:
May 1, 2006 to Feb 6, 2026
May 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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