SM Entertainment Japan Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.41% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 143.0296 | 5.59 | |
| 0.1067 | 118.61 | |
| 0.9965 | 1,652.60 | |
| 2.7000 | 192.31 |
Estimation Period:
Jan 5, 2001 to Feb 13, 2026
Jan 5, 2001 to Feb 13, 2026
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