Sangsin Brake MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.97% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1584 | 18.36 | |
| 0.5437 | 26.14 | |
| 0.1114 | 8.79 | |
| 0.1060 | 2.37 | |
| 0.1107 | 3.25 | |
| 0.8770 | 22.65 |
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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