SJG Sejong AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:46.70% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4473 | 27.88 | |
| 0.1351 | 57.73 | |
| 0.8266 | 317.68 | |
| 0.1469 | 2.25 |
Estimation Period:
Jan 7, 1998 to Feb 13, 2026
Jan 7, 1998 to Feb 13, 2026
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