SJG Sejong GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:50.77% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2749 | 16.33 | |
| 0.0885 | 21.93 | |
| 0.8772 | 225.44 | |
| 0.0225 | 2.12 |
Estimation Period:
Jan 7, 1998 to Feb 20, 2026
Jan 7, 1998 to Feb 20, 2026
News Impact Curve
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