Roxas And Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.99% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2504 | 6.70 | |
| 0.0806 | 9.58 | |
| 0.9417 | 253.02 | |
| -0.0509 | -4.05 |
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Jan 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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