Sangsin Brake GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.28% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 17.95 | |
| 0.1234 | 35.98 | |
| 0.8708 | 261.04 |
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Nov 15, 2001 to Feb 20, 2026
News Impact Curve
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