Philippine Business Bank Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.36% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1917 | 2.94 | |
| 0.3777 | 5.20 | |
| 0.5738 | 9.40 | |
| -1.2061 | -1.54 | |
| 2.2242 | 1.61 | |
| -2.8219 | -1.33 | |
| 4.3835 | 2.03 | |
| -4.5543 | -3.02 | |
| 3.7078 | 3.48 | |
| -2.8587 | -3.30 | |
| 0.4011 | 0.39 | |
| 2.3487 | 1.96 | |
| -3.4250 | -2.14 |
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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