National Reinsurance Corp of the Philippines Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.73% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9794 | 4.81 | |
| 0.1180 | 5.36 | |
| 0.8206 | 25.42 | |
| 0.0881 | 1.21 | |
| -0.1239 | -1.00 | |
| 0.0461 | 0.45 | |
| 0.0441 | 0.45 | |
| -0.2075 | -1.42 |
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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