SJG Sejong MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.07% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0974 | 16.95 | |
| 0.7409 | 45.39 | |
| 0.0592 | 7.70 | |
| 0.1093 | 3.37 | |
| 0.0316 | 3.59 | |
| 0.9570 | 84.70 |
Estimation Period:
Jan 7, 1998 to Feb 13, 2026
Jan 7, 1998 to Feb 13, 2026
News Impact Curve
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