Araneta Properties Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.60% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2073 | 15.87 | |
| 0.7403 | 42.09 | |
| -0.1071 | -7.45 | |
| 0.0231 | 2.62 | |
| 0.0159 | 4.42 | |
| 0.9836 | 250.09 |
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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