Sangsin Brake MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.91% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1589 | 18.39 | |
| 0.5431 | 26.07 | |
| 0.1108 | 8.74 | |
| 0.1068 | 2.37 | |
| 0.1111 | 3.24 | |
| 0.8766 | 22.47 |
Estimation Period:
Nov 15, 2001 to Feb 6, 2026
Nov 15, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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