National Reinsurance Corp of the Philippines APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.61% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6975 | 7.78 | |
| 0.0809 | 13.05 | |
| 0.8635 | 139.97 | |
| 0.0061 | 0.24 | |
| 2.4837 | 21.77 |
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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