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V-Lab

Sangsin Brake Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.27% (-1.18%)
Analysis last updated: Friday, February 13, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sangsin Brake S0GARCH
paramt-stat
ω2.13816.12
α0.12628.09
β0.819932.23
γ10.27312.15
γ2-0.3733-1.71
γ30.23001.28
γ4-0.3172-1.94
γ50.35402.42
γ6-0.3473-2.56
γ70.41422.83
γ8-0.2977-1.90
γ9-0.1091-0.74
γ100.29923.14
Estimation Period:
Nov 15, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts