Philippine National Bank EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.81% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 21.57 | |
| 0.1235 | 20.77 | |
| 0.9881 | 1,492.58 | |
| -0.0007 | -0.17 |
Estimation Period:
Feb 2, 1990 to Feb 6, 2026
Feb 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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