Manila Electric Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.06% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0612 | 3.52 | |
| 0.1065 | 39.31 | |
| 0.9849 | 231.91 | |
| 3.3792 | 22.72 |
Estimation Period:
Apr 7, 1995 to Feb 6, 2026
Apr 7, 1995 to Feb 6, 2026
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