National Reinsurance Corp of the Philippines Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.06% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8063 | 4.10 | |
| 0.1163 | 5.15 | |
| 0.8282 | 26.02 | |
| -0.0046 | -0.17 | |
| 0.0195 | 0.52 | |
| -0.0294 | -1.81 |
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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