Skip to main content
V-Lab

Cirtek Holdings Philippines Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.70% (+2.97%)
Analysis last updated: Sunday, February 8, 2026 at 02:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cirtek Holdings Philippines S0GARCH
paramt-stat
ω0.23931.69
α0.50114.41
β0.38265.71
γ1-3.4312-4.32
γ25.23074.77
γ3-3.2591-6.17
γ42.48075.92
γ5-0.9322-1.87
γ6-0.6876-1.35
γ70.79642.02
γ8-0.3374-0.91
γ90.42011.14
γ10-0.4230-1.33
Estimation Period:
Dec 7, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts