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Manila Water Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.26% (+0.49%)
Analysis last updated: Sunday, February 8, 2026 at 02:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Manila Water Co Inc SGARCH
paramt-stat
ω1.05276.68
α0.19305.49
β0.615411.07
γ10.03660.46
γ2-0.2032-1.67
γ30.43464.51
γ4-0.4868-5.02
γ50.39404.59
γ6-0.2622-3.24
γ70.03790.47
γ80.19041.84
Estimation Period:
Mar 28, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts