PLDT Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.94% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1523 | 19.59 | |
| 0.5968 | 47.90 | |
| 0.0641 | 5.81 | |
| 0.0116 | 2.31 | |
| 0.0104 | 2.84 | |
| 0.9869 | 215.72 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts