Araneta Properties Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.32% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6827 | 2.24 | |
| 0.1294 | 4.21 | |
| 0.8069 | 23.39 | |
| 0.2803 | 1.67 | |
| -0.5914 | -2.64 | |
| 0.5625 | 3.56 | |
| -0.4542 | -2.58 | |
| 0.3299 | 2.42 | |
| -0.1698 | -1.21 | |
| 0.1305 | 0.76 | |
| -0.1454 | -1.00 | |
| 0.0633 | 0.65 |
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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