Samg Entertainment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:78.97% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2104 | 9.14 | |
| 0.0483 | 3.99 | |
| 0.9553 | 195.75 | |
| -0.0307 | -2.94 |
Estimation Period:
Dec 6, 2022 to Feb 13, 2026
Dec 6, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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