Philippine National Bank GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.01% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 15.17 | |
| 0.0507 | 19.34 | |
| 0.9493 | 400.89 |
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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