SJG Sejong MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:67.13% (+3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0972 | 16.87 | |
| 0.7393 | 44.81 | |
| 0.0599 | 7.79 | |
| 0.1107 | 3.33 | |
| 0.0325 | 3.57 | |
| 0.9561 | 82.29 |
Estimation Period:
Jan 7, 1998 to Jan 30, 2026
Jan 7, 1998 to Jan 30, 2026
News Impact Curve
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