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Amos Luzon Development Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:22.43% (-0.54%)
Analysis last updated: Saturday, February 7, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amos Luzon Development S0GARCH
paramt-stat
ω1.02854.34
α0.10775.37
β0.790621.99
γ1-0.0262-0.29
γ2-0.0172-0.11
γ30.15861.36
γ4-0.2398-3.26
γ50.20553.94
γ6-0.1603-3.18
γ70.13243.70
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts