Manila Electric Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.04% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1310 | 23.41 | |
| 0.7219 | 95.48 | |
| 0.1620 | 15.27 | |
| 0.0268 | 8.35 | |
| 0.0243 | 10.50 | |
| 0.9724 | 383.12 |
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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