Agabang & Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.72% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 20.69 | |
| 0.2976 | 31.77 | |
| 0.9376 | 290.36 | |
| 0.0209 | 2.48 |
Estimation Period:
Aug 12, 2003 to Feb 13, 2026
Aug 12, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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