Sangsin Brake Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.27% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1381 | 6.12 | |
| 0.1262 | 8.09 | |
| 0.8199 | 32.23 | |
| 0.2731 | 2.15 | |
| -0.3733 | -1.71 | |
| 0.2300 | 1.28 | |
| -0.3172 | -1.94 | |
| 0.3540 | 2.42 | |
| -0.3473 | -2.56 | |
| 0.4142 | 2.83 | |
| -0.2977 | -1.90 | |
| -0.1091 | -0.74 | |
| 0.2992 | 3.14 |
Estimation Period:
Nov 15, 2001 to Feb 6, 2026
Nov 15, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sangsin Brake Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities