Philippine Business Bank Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.92% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2282 | 2.92 | |
| 0.3838 | 5.23 | |
| 0.5685 | 9.28 | |
| -1.1308 | -1.44 | |
| 2.1039 | 1.53 | |
| -2.7348 | -1.30 | |
| 4.2987 | 2.00 | |
| -4.4768 | -2.97 | |
| 3.6704 | 3.45 | |
| -2.9223 | -3.42 | |
| 0.6797 | 0.68 | |
| 1.5921 | 1.61 | |
| -1.5048 | -2.30 |
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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