SJG Sejong GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:64.32% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.5123 | 6.14 | |
| 0.0986 | 71.97 | |
| 0.9921 | 815.89 | |
| 4.0772 | 32.50 |
Estimation Period:
Jan 7, 1998 to Feb 13, 2026
Jan 7, 1998 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on International Equities