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V-Lab

Philippine Business Bank Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.36% (-3.42%)
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 SGARCH
paramt-stat
ω1.19172.94
α0.37775.20
β0.57389.40
γ1-1.2061-1.54
γ22.22421.61
γ3-2.8219-1.33
γ44.38352.03
γ5-4.5543-3.02
γ63.70783.48
γ7-2.8587-3.30
γ80.40110.39
γ92.34871.96
γ10-3.4250-2.14
Estimation Period:
Feb 19, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts