Amos Luzon Development Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:27.92% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1826 | 4.57 | |
| 0.1105 | 5.42 | |
| 0.7819 | 20.85 | |
| 0.1017 | 0.77 | |
| -0.1805 | -0.88 | |
| 0.0112 | 0.06 | |
| 0.3222 | 1.71 | |
| -0.4596 | -3.36 | |
| 0.2231 | 1.24 | |
| 0.0354 | 0.20 | |
| -0.0976 | -0.59 | |
| -0.0396 | -0.22 | |
| 0.3570 | 1.84 |
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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