Sangsin Brake GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.65% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1094 | 18.67 | |
| 0.1279 | 22.55 | |
| 0.8707 | 257.83 | |
| -0.0095 | -0.89 |
Estimation Period:
Nov 15, 2001 to Feb 13, 2026
Nov 15, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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