Philippine Savings Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.09% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2885 | 19.56 | |
| 0.1761 | 13.43 | |
| 0.7795 | 121.23 | |
| 0.0369 | 1.67 |
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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