Amos Luzon Development MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:29.43% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0638 | 18.03 | |
| 0.8568 | 110.76 | |
| 0.0878 | 13.49 | |
| 9.4337 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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