Cirtek Holdings Philippines Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.70% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2393 | 1.69 | |
| 0.5011 | 4.41 | |
| 0.3826 | 5.71 | |
| -3.4312 | -4.32 | |
| 5.2307 | 4.77 | |
| -3.2591 | -6.17 | |
| 2.4807 | 5.92 | |
| -0.9322 | -1.87 | |
| -0.6876 | -1.35 | |
| 0.7964 | 2.02 | |
| -0.3374 | -0.91 | |
| 0.4201 | 1.14 | |
| -0.4230 | -1.33 |
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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