Manila Electric Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.10% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7456 | 2.89 | |
| 0.2365 | 5.30 | |
| 0.6799 | 16.32 | |
| 0.0036 | 0.05 | |
| -0.0522 | -0.51 | |
| 0.1084 | 1.74 | |
| -0.1485 | -3.15 | |
| 0.1188 | 2.72 | |
| 0.0211 | 0.51 | |
| -0.0892 | -2.44 | |
| 0.0445 | 1.81 |
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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