Amos Luzon Development Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:22.43% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0285 | 4.34 | |
| 0.1077 | 5.37 | |
| 0.7906 | 21.99 | |
| -0.0262 | -0.29 | |
| -0.0172 | -0.11 | |
| 0.1586 | 1.36 | |
| -0.2398 | -3.26 | |
| 0.2055 | 3.94 | |
| -0.1603 | -3.18 | |
| 0.1324 | 3.70 |
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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