Araneta Properties Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.85% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1894 | 10.95 | |
| 0.1654 | 14.65 | |
| 0.9525 | 173.09 | |
| 0.0129 | 0.78 |
Estimation Period:
Jun 24, 1993 to Feb 6, 2026
Jun 24, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Araneta Properties Inc Analyses
Other EGARCH Analyses on International Equities