Amos Luzon Development GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.21% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4284 | 12.66 | |
| 0.1147 | 23.98 | |
| 0.8356 | 153.51 |
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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