Jollibee Foods Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.09% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1922 | 22.17 | |
| 0.0763 | 18.45 | |
| 0.8662 | 249.84 | |
| 0.0466 | 5.42 |
Estimation Period:
Feb 7, 1994 to Feb 13, 2026
Feb 7, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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