Manila Water Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.07% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1785 | 18.25 | |
| 0.0848 | 17.12 | |
| 0.8317 | 141.23 | |
| 0.0956 | 7.14 |
Estimation Period:
Mar 28, 2005 to Feb 6, 2026
Mar 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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