Cebu Landmasters EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.11% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 4.57 | |
| 0.0642 | 10.57 | |
| 0.9831 | 353.63 | |
| 0.0193 | 2.38 |
Estimation Period:
Jun 2, 2017 to Feb 13, 2026
Jun 2, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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