SJG Sejong Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.95% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8583 | 6.31 | |
| 0.1117 | 8.00 | |
| 0.8254 | 32.40 | |
| -0.0168 | -0.38 | |
| 0.0585 | 0.89 | |
| -0.0423 | -0.89 | |
| -0.0475 | -1.04 | |
| 0.1420 | 3.27 | |
| -0.1779 | -3.52 | |
| 0.1154 | 2.65 |
Estimation Period:
Jan 7, 1998 to Feb 20, 2026
Jan 7, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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