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San Miguel Food And Beverage Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.37% (-1.01%)
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 SGARCH
paramt-stat
ω0.23500.01
α0.42930.00
β0.57070.00
γ1-2.7235-0.01
γ22.73240.01
γ30.08240.00
γ40.16340.00
γ5-0.6706-0.01
γ60.71660.01
γ7-0.5727-0.01
γ80.66430.03
Estimation Period:
May 10, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts