Philippine National Bank APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.88% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 19.22 | |
| 0.0666 | 17.68 | |
| 0.9334 | 353.95 | |
| -0.0016 | -0.09 | |
| 1.6236 | 26.74 |
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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