Sangsin Brake GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.34% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4942 | 3.34 | |
| 0.0848 | 43.93 | |
| 0.9877 | 276.34 | |
| 3.3546 | 20.76 |
Estimation Period:
Nov 15, 2001 to Feb 13, 2026
Nov 15, 2001 to Feb 13, 2026
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