Samg Entertainment Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:118.21% (-4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1465 | 12.25 | |
| 0.6229 | 25.34 | |
| 0.1305 | 6.46 | |
| 20.8175 |
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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