Cebu Air Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.44% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3535 | 18.05 | |
| 0.1061 | 9.37 | |
| 0.7754 | 111.24 | |
| 0.0601 | 2.24 |
Estimation Period:
Oct 26, 2010 to Feb 6, 2026
Oct 26, 2010 to Feb 6, 2026
News Impact Curve
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