PLDT Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.36% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5916 | 8.38 | |
| 0.1728 | 6.67 | |
| 0.6471 | 17.42 | |
| -0.0006 | -0.02 | |
| 0.0574 | 0.99 | |
| -0.0979 | -2.26 | |
| 0.0271 | 0.58 | |
| 0.0403 | 0.81 | |
| -0.0582 | -1.48 | |
| 0.1116 | 3.45 | |
| -0.1489 | -3.79 | |
| 0.0923 | 2.19 | |
| -0.0267 | -0.83 |
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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