San Miguel Food And Beverage GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.35% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4368 | 10.77 | |
| 0.1120 | 8.87 | |
| 0.8118 | 62.19 | |
| -0.0365 | -2.29 |
Estimation Period:
May 10, 2001 to Feb 6, 2026
May 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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