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V-Lab

Cirtek Holdings Philippines Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.11% (+2.36%)
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 SGARCH
paramt-stat
ω0.23071.69
α0.50854.41
β0.36355.52
γ1-3.4804-4.42
γ25.32364.91
γ3-3.3435-6.42
γ42.55086.18
γ5-0.9733-1.99
γ6-0.6722-1.35
γ70.77121.97
γ8-0.2529-0.64
γ90.19570.37
γ100.22070.23
Estimation Period:
Dec 7, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts