Smcg Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.69%
decreased by 1.30%
1 Week
38.22%
increased by 2.23%
1 Month
48.03%
increased by 12.04%
Analysis last updated: Thursday, May 21, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2235 | 47.08 | |
| 0.8053 | 193.03 | |
| -0.2235 | -51.23 | |
| 3.8823 | 4.42 | |
| 0.3455 | 11.19 | |
| 0.3270 | 3.07 |
Estimation Period:
Mar 7, 2025 to May 15, 2026
Mar 7, 2025 to May 15, 2026
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