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	param	t-stat
$m$	71
$α$	0.2398	22.21
$β$	0.4480	22.83
$γ$	-0.0015	-0.07
$λ_{1}$	7.7219	0.56
$λ_{2}$	0.6211	0.52
$λ_{3}$	0.0000	0.00

V-Lab

SM Entertainment Japan Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:45.01% (-4.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SM Entertainment Japan Co Ltd Analyses