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V-Lab

Philippine Business Bank Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.92% (-2.93%)
Analysis last updated: Sunday, February 8, 2026 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Philippine Business Bank Inc S0GARCH
paramt-stat
ω1.22822.92
α0.38385.23
β0.56859.28
γ1-1.1308-1.44
γ22.10391.53
γ3-2.7348-1.30
γ44.29872.00
γ5-4.4768-2.97
γ63.67043.45
γ7-2.9223-3.42
γ80.67970.68
γ91.59211.61
γ10-1.5048-2.30
Estimation Period:
Feb 19, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts