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V-Lab

Sangsin Brake Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.56% (-1.12%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sangsin Brake S0GARCH
paramt-stat
ω2.13756.16
α0.12488.05
β0.820932.28
γ10.27862.20
γ2-0.3825-1.76
γ30.23601.32
γ4-0.3204-1.97
γ50.35482.44
γ6-0.3467-2.56
γ70.41322.84
γ8-0.2980-1.91
γ9-0.1067-0.73
γ100.29573.12
Estimation Period:
Nov 15, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts