PLDT Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.91% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 21.90 | |
| 0.2263 | 28.31 | |
| 0.9499 | 417.73 | |
| -0.0255 | -4.68 |
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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