Manila Electric Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.02% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7473 | 2.90 | |
| 0.2371 | 5.28 | |
| 0.6779 | 16.12 | |
| 0.0080 | 0.12 | |
| -0.0613 | -0.60 | |
| 0.1176 | 1.91 | |
| -0.1564 | -3.35 | |
| 0.1237 | 2.85 | |
| 0.0193 | 0.46 | |
| -0.0885 | -2.20 | |
| 0.0424 | 0.76 |
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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