Philippine Savings Bank APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.10% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2000 | 16.87 | |
| 0.1925 | 28.32 | |
| 0.8075 | 111.26 | |
| 0.0552 | 2.18 | |
| 1.5185 | 24.67 |
Estimation Period:
Aug 29, 1995 to Feb 13, 2026
Aug 29, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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