Abs-Cbn Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.68% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5373 | 22.58 | |
| 0.1614 | 26.52 | |
| 0.7680 | 133.80 | |
| -0.1609 | -2.50 |
Estimation Period:
Jan 19, 1994 to Feb 6, 2026
Jan 19, 1994 to Feb 6, 2026
News Impact Curve
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