Abs-Cbn Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.86% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7958 | 5.36 | |
| 0.1711 | 8.40 | |
| 0.7022 | 24.75 | |
| -0.0502 | -0.50 | |
| 0.0790 | 0.54 | |
| -0.0630 | -0.88 | |
| 0.0172 | 0.34 | |
| 0.0521 | 1.21 | |
| -0.1066 | -2.34 | |
| 0.2657 | 4.43 | |
| -0.3799 | -4.30 | |
| 0.2457 | 1.89 |
Estimation Period:
Jan 19, 1994 to Feb 6, 2026
Jan 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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