Agabang & Co Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.22% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2225 | 5.55 | |
| 0.1800 | 6.96 | |
| 0.7654 | 28.22 | |
| 0.0484 | 2.39 | |
| -0.0770 | -2.41 | |
| 0.0525 | 1.95 | |
| -0.0851 | -2.09 |
Estimation Period:
Aug 12, 2003 to Feb 13, 2026
Aug 12, 2003 to Feb 13, 2026
News Impact Curve
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