Araneta Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.77% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 6.97 | |
| 0.0374 | 7.27 | |
| 0.9604 | 307.61 | |
| 0.0010 | 0.14 |
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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