Manila Electric Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.59% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1942 | 24.35 | |
| 0.1491 | 20.80 | |
| 0.7839 | 158.07 | |
| 0.1340 | 9.38 |
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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