Araneta Properties Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.21% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6924 | 2.27 | |
| 0.1289 | 4.24 | |
| 0.8049 | 23.03 | |
| 0.2968 | 1.79 | |
| -0.6190 | -2.80 | |
| 0.5820 | 3.73 | |
| -0.4701 | -2.71 | |
| 0.3474 | 2.58 | |
| -0.1960 | -1.39 | |
| 0.1761 | 1.00 | |
| -0.2356 | -1.47 | |
| 0.2814 | 1.61 |
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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