Sangsin Brake AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.23% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1188 | 19.45 | |
| 0.1310 | 38.42 | |
| 0.8627 | 266.17 | |
| 0.0168 | 0.38 |
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Nov 15, 2001 to Feb 20, 2026
News Impact Curve
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