SJG Sejong GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:50.73% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2815 | 17.82 | |
| 0.0990 | 34.51 | |
| 0.8764 | 233.03 |
Estimation Period:
Jan 7, 1998 to Feb 20, 2026
Jan 7, 1998 to Feb 20, 2026
News Impact Curve
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