Agabang & Co GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.16% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6767 | 20.28 | |
| 0.1824 | 25.54 | |
| 0.7738 | 113.08 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
News Impact Curve
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