Sangsin Brake GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.65% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4945 | 3.34 | |
| 0.0849 | 44.02 | |
| 0.9877 | 276.66 | |
| 3.3544 | 20.81 |
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Nov 15, 2001 to Feb 20, 2026
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