SJG Sejong EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.23% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0836 | 17.84 | |
| 0.2025 | 36.39 | |
| 0.9689 | 510.22 | |
| -0.0091 | -1.64 |
Estimation Period:
Jan 7, 1998 to Feb 6, 2026
Jan 7, 1998 to Feb 6, 2026
News Impact Curve
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