PLDT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.36% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3037 | 26.10 | |
| 0.1200 | 15.67 | |
| 0.8004 | 144.63 | |
| 0.0445 | 3.67 |
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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