Cebu Landmasters Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.76% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5000 | 4.84 | |
| 0.1560 | 2.68 | |
| 0.0920 | 0.87 | |
| 1.2959 | 1.42 | |
| -1.1793 | -0.88 | |
| -0.8155 | -0.90 | |
| 2.3823 | 2.15 | |
| -3.8210 | -2.70 | |
| 3.2870 | 2.44 | |
| -1.8061 | -1.76 | |
| 1.4800 | 1.79 | |
| -1.9152 | -2.26 | |
| 2.8663 | 2.14 |
Estimation Period:
Jun 2, 2017 to Feb 6, 2026
Jun 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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