Skip to main content
V-Lab

Amos Luzon Development Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:27.92% (-0.45%)
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 SGARCH
paramt-stat
ω1.18264.57
α0.11055.42
β0.781920.85
γ10.10170.77
γ2-0.1805-0.88
γ30.01120.06
γ40.32221.71
γ5-0.4596-3.36
γ60.22311.24
γ70.03540.20
γ8-0.0976-0.59
γ9-0.0396-0.22
γ100.35701.84
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts