Cebu Landmasters GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.74% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 6.76 | |
| 0.0297 | 7.15 | |
| 0.9631 | 319.32 | |
| -0.0222 | -4.48 |
Estimation Period:
Jun 2, 2017 to Feb 6, 2026
Jun 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cebu Landmasters Analyses
Other GJR-GARCH Analyses on International Equities