Philippine Savings Bank AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.56% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4259 | 21.78 | |
| 0.2513 | 38.74 | |
| 0.7099 | 138.99 | |
| 0.1265 | 1.39 |
Estimation Period:
Aug 29, 1995 to Feb 6, 2026
Aug 29, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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