Agabang & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.24% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2238 | 20.07 | |
| 0.6168 | 31.83 | |
| -0.0395 | -2.33 | |
| 0.2024 | 2.52 | |
| 0.0373 | 3.07 | |
| 0.9454 | 52.30 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
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