National Reinsurance Corp of the Philippines MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.54% (+2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0996 | 13.32 | |
| 0.8820 | 137.62 | |
| -0.0144 | -1.22 | |
| 14.4429 | 34.24 |
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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