Abs-Cbn Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.17% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4447 | 21.14 | |
| 0.1346 | 17.61 | |
| 0.7980 | 150.02 | |
| 0.0204 | 1.55 |
Estimation Period:
Jan 19, 1994 to Feb 6, 2026
Jan 19, 1994 to Feb 6, 2026
News Impact Curve
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