Philippine National Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.60% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 15.47 | |
| 0.0513 | 13.04 | |
| 0.9495 | 403.02 | |
| -0.0016 | -0.27 |
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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