SJG Sejong GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:58.81% (-5.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.1326 | 6.06 | |
| 0.0987 | 68.72 | |
| 0.9914 | 734.37 | |
| 4.0787 | 30.64 |
Estimation Period:
Jan 7, 1998 to Feb 20, 2026
Jan 7, 1998 to Feb 20, 2026
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