Philippine Savings Bank EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.57% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1917 | 27.78 | |
| 0.3415 | 38.21 | |
| 0.9185 | 267.24 | |
| -0.0272 | -2.62 |
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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