Araneta Properties Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.69% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0898 | 7.07 | |
| 0.0379 | 11.56 | |
| 0.9604 | 304.51 |
Estimation Period:
Jun 24, 1993 to Feb 6, 2026
Jun 24, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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