SJG Sejong Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.72% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8444 | 6.24 | |
| 0.1114 | 8.00 | |
| 0.8263 | 32.32 | |
| -0.0184 | -0.41 | |
| 0.0601 | 0.91 | |
| -0.0415 | -0.87 | |
| -0.0496 | -1.08 | |
| 0.1443 | 3.29 | |
| -0.1786 | -3.52 | |
| 0.1146 | 2.63 |
Estimation Period:
Jan 7, 1998 to Jan 30, 2026
Jan 7, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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