Ayala Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.46% (+5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0279 | 4.58 | |
| 0.1233 | 7.25 | |
| 0.7479 | 24.96 | |
| 0.1895 | 3.14 | |
| -0.2858 | -3.35 | |
| 0.1894 | 3.91 | |
| -0.1596 | -3.07 | |
| 0.0707 | 1.23 | |
| 0.0053 | 0.11 | |
| 0.0361 | 0.82 | |
| -0.0928 | -2.26 | |
| 0.0659 | 1.32 |
Estimation Period:
Mar 7, 1990 to Feb 6, 2026
Mar 7, 1990 to Feb 6, 2026
News Impact Curve
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