SJG Sejong GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:64.06% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2772 | 17.64 | |
| 0.0984 | 34.51 | |
| 0.8776 | 234.70 |
Estimation Period:
Jan 7, 1998 to Jan 30, 2026
Jan 7, 1998 to Jan 30, 2026
News Impact Curve
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