Skip to main content
V-Lab

Abs-Cbn Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.86% (-2.57%)
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 SGARCH
paramt-stat
ω0.79585.36
α0.17118.40
β0.702224.75
γ1-0.0502-0.50
γ20.07900.54
γ3-0.0630-0.88
γ40.01720.34
γ50.05211.21
γ6-0.1066-2.34
γ70.26574.43
γ8-0.3799-4.30
γ90.24571.89
Estimation Period:
Jan 19, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts