SJG Sejong GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.40% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2740 | 16.31 | |
| 0.0884 | 21.93 | |
| 0.8774 | 225.85 | |
| 0.0224 | 2.12 |
Estimation Period:
Jan 7, 1998 to Feb 13, 2026
Jan 7, 1998 to Feb 13, 2026
News Impact Curve
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