Philippine Savings Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:248.60% (-30.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3,765.8040 | 5.31 | |
| 0.1728 | 166.60 | |
| 0.9965 | 1,547.38 | |
| 2.0051 | 23,047.46 |
Estimation Period:
Aug 29, 1995 to Feb 6, 2026
Aug 29, 1995 to Feb 6, 2026
Other Philippine Savings Bank Analyses
Other GAS-GARCH Student T Analyses on International Equities