Sangsin Brake AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.88% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1191 | 19.47 | |
| 0.1309 | 38.42 | |
| 0.8626 | 266.08 | |
| 0.0164 | 0.37 |
Estimation Period:
Nov 15, 2001 to Feb 13, 2026
Nov 15, 2001 to Feb 13, 2026
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