San Miguel Food And Beverage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.24% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2382 | 2,382,150.00 | |
| 0.3996 | 3,996,090.00 | |
| 0.6004 | 6,003,890.00 | |
| -2.8490 | -28,489,760.00 | |
| 2.8578 | 28,578,090.00 | |
| 0.0956 | 955,780.00 | |
| 0.1420 | 1,419,510.00 | |
| -0.6538 | -6,538,340.00 | |
| 0.6656 | 6,655,650.00 | |
| -0.4072 | -4,071,610.00 | |
| 0.2408 | 2,407,840.00 |
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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