San Miguel Food And Beverage Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.37% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2350 | 0.01 | |
| 0.4293 | 0.00 | |
| 0.5707 | 0.00 | |
| -2.7235 | -0.01 | |
| 2.7324 | 0.01 | |
| 0.0824 | 0.00 | |
| 0.1634 | 0.00 | |
| -0.6706 | -0.01 | |
| 0.7166 | 0.01 | |
| -0.5727 | -0.01 | |
| 0.6643 | 0.03 |
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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