Abs-Cbn Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.94% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4611 | 21.95 | |
| 0.1469 | 25.41 | |
| 0.7932 | 146.42 |
Estimation Period:
Jan 19, 1994 to Feb 6, 2026
Jan 19, 1994 to Feb 6, 2026
News Impact Curve
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