Ayala Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.49% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 11.28 | |
| 0.0392 | 17.26 | |
| 0.9479 | 420.54 | |
| 0.0168 | 4.16 |
Estimation Period:
Mar 7, 1990 to Feb 6, 2026
Mar 7, 1990 to Feb 6, 2026
News Impact Curve
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