National Reinsurance Corp of the Philippines GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.39% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3892 | 11.33 | |
| 0.0940 | 18.41 | |
| 0.8783 | 128.69 |
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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