SJG Sejong EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.33% (-4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 17.88 | |
| 0.2030 | 36.40 | |
| 0.9687 | 507.95 | |
| -0.0091 | -1.64 |
Estimation Period:
Jan 7, 1998 to Feb 20, 2026
Jan 7, 1998 to Feb 20, 2026
News Impact Curve
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