Abs-Cbn Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.50% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1790 | 20.52 | |
| 0.7049 | 75.08 | |
| -0.0119 | -1.17 | |
| 0.0083 | 2.33 | |
| 0.0151 | 4.08 | |
| 0.9843 | 275.03 |
Estimation Period:
Jan 19, 1994 to Feb 6, 2026
Jan 19, 1994 to Feb 6, 2026
News Impact Curve
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