SJG Sejong MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.59% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0974 | 16.98 | |
| 0.7415 | 45.62 | |
| 0.0590 | 7.67 | |
| 0.1089 | 3.38 | |
| 0.0314 | 3.60 | |
| 0.9573 | 85.40 |
Estimation Period:
Jan 7, 1998 to Feb 20, 2026
Jan 7, 1998 to Feb 20, 2026
News Impact Curve
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