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V-Lab

Araneta Properties Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.21% (-2.54%)
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 SGARCH
paramt-stat
ω1.69242.27
α0.12894.24
β0.804923.03
γ10.29681.79
γ2-0.6190-2.80
γ30.58203.73
γ4-0.4701-2.71
γ50.34742.58
γ6-0.1960-1.39
γ70.17611.00
γ8-0.2356-1.47
γ90.28141.61
Estimation Period:
Jun 24, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts