PLDT Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.65% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7635 | 5.13 | |
| 0.0646 | 28.41 | |
| 0.9834 | 305.03 | |
| 4.3437 | 9.45 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Depositary Receipts