Philippine National Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.40% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1858 | 14.46 | |
| 0.6004 | 23.03 | |
| 0.0283 | 2.15 | |
| 0.0150 | 1.70 | |
| 0.0287 | 2.84 | |
| 0.9705 | 94.27 |
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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