Sangsin Brake GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.33% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1092 | 18.65 | |
| 0.1279 | 22.55 | |
| 0.8707 | 257.91 | |
| -0.0095 | -0.89 |
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Nov 15, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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