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Araneta Properties Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.32% (-2.90%)
Analysis last updated: Friday, February 13, 2026 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Araneta Properties Inc S0GARCH
paramt-stat
ω1.68272.24
α0.12944.21
β0.806923.39
γ10.28031.67
γ2-0.5914-2.64
γ30.56253.56
γ4-0.4542-2.58
γ50.32992.42
γ6-0.1698-1.21
γ70.13050.76
γ8-0.1454-1.00
γ90.06330.65
Estimation Period:
Jun 24, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts