SJG Sejong Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.83% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8708 | 6.36 | |
| 0.1115 | 8.00 | |
| 0.8259 | 32.36 | |
| -0.0157 | -0.35 | |
| 0.0569 | 0.87 | |
| -0.0413 | -0.86 | |
| -0.0487 | -1.07 | |
| 0.1431 | 3.28 | |
| -0.1782 | -3.52 | |
| 0.1150 | 2.64 |
Estimation Period:
Jan 7, 1998 to Feb 6, 2026
Jan 7, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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