Philippine Business Bank Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.73% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1519 | 10.36 | |
| 0.2199 | 12.85 | |
| 0.7852 | 77.72 | |
| -0.0102 | -0.33 |
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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