Ayala Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.77% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0709 | 20.23 | |
| 0.9105 | 271.38 | |
| 0.0182 | 3.62 | |
| 7.6921 | 0.16 | |
| 0.0000 | 0.00 | |
| 0.2614 | 0.06 |
Estimation Period:
Mar 7, 1990 to Feb 6, 2026
Mar 7, 1990 to Feb 6, 2026
News Impact Curve
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