Sangsin Brake APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.15% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0938 | 16.37 | |
| 0.1416 | 36.59 | |
| 0.8584 | 199.29 | |
| -0.0019 | -0.10 | |
| 0.9917 | 21.04 |
Estimation Period:
Nov 15, 2001 to Feb 6, 2026
Nov 15, 2001 to Feb 6, 2026
News Impact Curve
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