SM Entertainment Japan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.69% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8863 | 21.20 | |
| 0.2396 | 16.74 | |
| 0.6436 | 66.95 | |
| 0.0234 | 0.89 |
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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