Araneta Properties Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:50.28% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4469 | 5.65 | |
| 0.1319 | 26.74 | |
| 0.8507 | 370.66 | |
| -1.8343 | -7.27 |
Estimation Period:
Jun 24, 1993 to Feb 16, 2026
Jun 24, 1993 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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