SJG Sejong AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.17% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4463 | 27.85 | |
| 0.1350 | 57.75 | |
| 0.8268 | 318.01 | |
| 0.1462 | 2.24 |
Estimation Period:
Jan 7, 1998 to Feb 6, 2026
Jan 7, 1998 to Feb 6, 2026
News Impact Curve
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