Sangsin Brake EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.46% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 24.48 | |
| 0.2675 | 43.92 | |
| 0.9664 | 538.99 | |
| 0.0007 | 0.11 |
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Nov 15, 2001 to Feb 20, 2026
News Impact Curve
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