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Manila Electric Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.10% (-0.53%)
Analysis last updated: Sunday, February 8, 2026 at 02:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Manila Electric Co S0GARCH
paramt-stat
ω0.74562.89
α0.23655.30
β0.679916.32
γ10.00360.05
γ2-0.0522-0.51
γ30.10841.74
γ4-0.1485-3.15
γ50.11882.72
γ60.02110.51
γ7-0.0892-2.44
γ80.04451.81
Estimation Period:
Apr 7, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts