Amos Luzon Development GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:29.38% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3125 | 15.33 | |
| 0.0598 | 15.83 | |
| 0.8652 | 191.76 | |
| 0.0850 | 6.70 |
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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