Philippine National Bank MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:39.16% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 7.94 | |
| 0.1319 | 27.36 | |
| 0.8630 | 249.08 |
Estimation Period:
Oct 21, 1992 to Feb 16, 2026
Oct 21, 1992 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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