Cebu Air Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.74% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1335 | 18.29 | |
| 0.2560 | 36.63 | |
| 0.9164 | 187.17 | |
| -0.0303 | -3.56 |
Estimation Period:
Oct 26, 2010 to Feb 6, 2026
Oct 26, 2010 to Feb 6, 2026
News Impact Curve
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