SM Entertainment Japan Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.54% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5374 | 19.36 | |
| 0.3985 | 40.64 | |
| 0.8323 | 94.10 | |
| -0.0007 | -0.08 |
Estimation Period:
Jan 5, 2001 to Feb 13, 2026
Jan 5, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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