V-Lab
SJG Sejong AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.05% (+0.64%)
Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5140 | 31.80 | |
| 0.1331 | 54.34 | |
| 0.8201 | 307.83 | |
| 0.0861 | 1.25 |
Estimation Period:
Jan 7, 1998 to Apr 19, 2024
Jan 7, 1998 to Apr 19, 2024