PLDT Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.85% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3098 | 26.39 | |
| 0.1445 | 25.80 | |
| 0.7955 | 143.93 | |
| 0.1836 | 4.77 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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