Amos Luzon Development EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.62% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1031 | 15.45 | |
| 0.1673 | 22.62 | |
| 0.9610 | 447.80 | |
| -0.0630 | -10.30 |
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Mar 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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