Sangsin Brake GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.53% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 17.97 | |
| 0.1236 | 36.00 | |
| 0.8706 | 260.59 |
Estimation Period:
Nov 15, 2001 to Feb 6, 2026
Nov 15, 2001 to Feb 6, 2026
News Impact Curve
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