Manila Electric Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.56% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1048 | 27.50 | |
| 0.3029 | 42.68 | |
| 0.9526 | 486.03 | |
| -0.0485 | -7.51 |
Estimation Period:
Apr 7, 1995 to Feb 6, 2026
Apr 7, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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