Sangsin Brake Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.04% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7670 | 5.78 | |
| 0.1261 | 8.63 | |
| 0.8330 | 39.81 | |
| 0.0407 | 2.28 | |
| -0.0785 | -2.90 | |
| 0.0955 | 4.52 | |
| -0.1616 | -5.46 |
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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