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V-Lab

Ayala Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.46% (+5.57%)
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 SGARCH
paramt-stat
ω3.02794.58
α0.12337.25
β0.747924.96
γ10.18953.14
γ2-0.2858-3.35
γ30.18943.91
γ4-0.1596-3.07
γ50.07071.23
γ60.00530.11
γ70.03610.82
γ8-0.0928-2.26
γ90.06591.32
Estimation Period:
Mar 7, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts