Cirtek Holdings Philippines Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.11% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2307 | 1.69 | |
| 0.5085 | 4.41 | |
| 0.3635 | 5.52 | |
| -3.4804 | -4.42 | |
| 5.3236 | 4.91 | |
| -3.3435 | -6.42 | |
| 2.5508 | 6.18 | |
| -0.9733 | -1.99 | |
| -0.6722 | -1.35 | |
| 0.7712 | 1.97 | |
| -0.2529 | -0.64 | |
| 0.1957 | 0.37 | |
| 0.2207 | 0.23 |
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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