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Abs-Cbn Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.43% (-2.58%)
Analysis last updated: Tuesday, February 10, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abs-Cbn Corp S0GARCH
paramt-stat
ω0.83485.45
α0.17008.31
β0.701624.45
γ1-0.0306-0.30
γ20.04870.33
γ3-0.0453-0.62
γ40.00770.15
γ50.05341.25
γ6-0.1024-2.29
γ70.25974.74
γ8-0.3737-5.54
γ90.23734.15
Estimation Period:
Jan 19, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts