SJG Sejong AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.72% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4443 | 27.74 | |
| 0.1349 | 57.82 | |
| 0.8272 | 318.78 | |
| 0.1476 | 2.26 |
Estimation Period:
Jan 7, 1998 to Jan 30, 2026
Jan 7, 1998 to Jan 30, 2026
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