Philippine Business Bank Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.74% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1629 | 20.98 | |
| 0.4122 | 31.91 | |
| 0.9354 | 269.80 | |
| -0.0060 | -0.49 |
Estimation Period:
Feb 19, 2013 to Feb 6, 2026
Feb 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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