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V-Lab

Ayala Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.06% (+5.61%)
Analysis last updated: Wednesday, February 11, 2026 at 11:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ayala Corp S0GARCH
paramt-stat
ω2.88824.33
α0.12287.24
β0.749325.17
γ10.17002.74
γ2-0.2543-2.91
γ30.16813.41
γ4-0.1438-2.73
γ50.06011.04
γ60.01230.25
γ70.03080.71
γ8-0.0870-2.41
γ90.05592.46
Estimation Period:
Mar 7, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts