Philippine National Bank AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.05% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 9.90 | |
| 0.0449 | 20.42 | |
| 0.9564 | 470.68 | |
| 0.1368 | 1.49 |
Estimation Period:
Feb 2, 1990 to Feb 13, 2026
Feb 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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