Sangsin Brake Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.56% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1375 | 6.16 | |
| 0.1248 | 8.05 | |
| 0.8209 | 32.28 | |
| 0.2786 | 2.20 | |
| -0.3825 | -1.76 | |
| 0.2360 | 1.32 | |
| -0.3204 | -1.97 | |
| 0.3548 | 2.44 | |
| -0.3467 | -2.56 | |
| 0.4132 | 2.84 | |
| -0.2980 | -1.91 | |
| -0.1067 | -0.73 | |
| 0.2957 | 3.12 |
Estimation Period:
Nov 15, 2001 to Feb 13, 2026
Nov 15, 2001 to Feb 13, 2026
News Impact Curve
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