Sangsin Brake MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.89% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1583 | 18.34 | |
| 0.5435 | 26.06 | |
| 0.1113 | 8.78 | |
| 0.1067 | 2.37 | |
| 0.1111 | 3.23 | |
| 0.8765 | 22.43 |
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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