SJG Sejong GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.93% (+3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 75.3769 | 8.03 | |
| 0.0981 | 95.98 | |
| 0.9982 | 4,358.78 | |
| 4.0726 | 50.68 |
Estimation Period:
Jan 7, 1998 to Jan 30, 2026
Jan 7, 1998 to Jan 30, 2026
Other GAS-GARCH Student T Analyses on International Equities