SJG Sejong Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.04% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8670 | 6.38 | |
| 0.1114 | 7.98 | |
| 0.8251 | 32.18 | |
| -0.0159 | -0.36 | |
| 0.0578 | 0.89 | |
| -0.0429 | -0.91 | |
| -0.0465 | -1.03 | |
| 0.1412 | 3.26 | |
| -0.1775 | -3.53 | |
| 0.1154 | 2.65 |
Estimation Period:
Jan 7, 1998 to Feb 13, 2026
Jan 7, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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