Philippine Savings Bank GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.52% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2844 | 19.97 | |
| 0.1942 | 28.43 | |
| 0.7807 | 120.07 |
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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