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V-Lab

Sangsin Brake Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.07% (-1.05%)
Analysis last updated: Saturday, February 21, 2026 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sangsin Brake S0GARCH
paramt-stat
ω2.13686.13
α0.12608.08
β0.820032.30
γ10.27182.15
γ2-0.3711-1.71
γ30.22791.27
γ4-0.3149-1.93
γ50.35142.41
γ6-0.3441-2.54
γ70.41292.80
γ8-0.3014-1.90
γ9-0.1045-0.70
γ100.29913.06
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts