Agabang & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.37% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9556 | 3.81 | |
| 0.1785 | 6.72 | |
| 0.7605 | 25.87 | |
| -0.0736 | -0.81 | |
| 0.1728 | 1.22 | |
| -0.1671 | -1.55 | |
| 0.0557 | 0.57 | |
| 0.0834 | 0.91 | |
| -0.1689 | -1.86 | |
| 0.1470 | 2.33 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
News Impact Curve
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