Cirtek Holdings Philippines GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.77% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4253 | 7.04 | |
| 0.0890 | 10.64 | |
| 0.8141 | 73.89 | |
| 0.1343 | 4.84 |
Estimation Period:
Dec 7, 2011 to Feb 6, 2026
Dec 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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