Agabang & Co AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.64% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6809 | 22.81 | |
| 0.1827 | 26.22 | |
| 0.7726 | 118.38 | |
| -0.2068 | -2.22 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
News Impact Curve
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