Philippine Business Bank Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.69% (-5.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6469 | 16.87 | |
| 0.3594 | 17.67 | |
| -0.2631 | -4.70 | |
| 0.2412 | 3.18 | |
| 0.2257 | 3.33 | |
| 0.7743 | 11.03 |
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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