SJG Sejong EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.66% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0840 | 17.88 | |
| 0.2028 | 36.40 | |
| 0.9687 | 509.06 | |
| -0.0091 | -1.64 |
Estimation Period:
Jan 7, 1998 to Feb 13, 2026
Jan 7, 1998 to Feb 13, 2026
News Impact Curve
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