National Reinsurance Corp of the Philippines AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.26% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4001 | 10.45 | |
| 0.0996 | 19.31 | |
| 0.8706 | 125.33 | |
| -0.5604 | -2.71 |
Estimation Period:
May 1, 2007 to Feb 6, 2026
May 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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