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San Miguel Food And Beverage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.24% (-1.22%)
Analysis last updated: Sunday, February 8, 2026 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of San Miguel Food And Beverage S0GARCH
paramt-stat
ω0.23822,382,150.00
α0.39963,996,090.00
β0.60046,003,890.00
γ1-2.8490-28,489,760.00
γ22.857828,578,090.00
γ30.0956955,780.00
γ40.14201,419,510.00
γ5-0.6538-6,538,340.00
γ60.66566,655,650.00
γ7-0.4072-4,071,610.00
γ80.24082,407,840.00
Estimation Period:
May 10, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts