Agabang & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.22% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6699 | 21.33 | |
| 0.1904 | 21.20 | |
| 0.7753 | 115.06 | |
| -0.0188 | -1.06 |
Estimation Period:
Aug 12, 2003 to Feb 13, 2026
Aug 12, 2003 to Feb 13, 2026
News Impact Curve
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