Sangsin Brake EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.46% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0780 | 24.48 | |
| 0.2674 | 43.92 | |
| 0.9664 | 538.97 | |
| 0.0007 | 0.12 |
Estimation Period:
Nov 15, 2001 to Feb 13, 2026
Nov 15, 2001 to Feb 13, 2026
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