Sangsin Brake Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.07% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1368 | 6.13 | |
| 0.1260 | 8.08 | |
| 0.8200 | 32.30 | |
| 0.2718 | 2.15 | |
| -0.3711 | -1.71 | |
| 0.2279 | 1.27 | |
| -0.3149 | -1.93 | |
| 0.3514 | 2.41 | |
| -0.3441 | -2.54 | |
| 0.4129 | 2.80 | |
| -0.3014 | -1.90 | |
| -0.1045 | -0.70 | |
| 0.2991 | 3.06 |
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Nov 15, 2001 to Feb 20, 2026
News Impact Curve
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