Philippine Savings Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.06% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2191 | 17.73 | |
| 0.4545 | 28.02 | |
| 0.0794 | 3.75 | |
| 1.3220 | 1.12 | |
| 0.8294 | 1.29 | |
| 0.0000 | 0.00 |
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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