Philippine Savings Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.74% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5144 | 3.05 | |
| 0.2574 | 6.67 | |
| 0.6423 | 16.74 | |
| 0.3201 | 1.26 | |
| -0.6653 | -1.76 | |
| 0.5005 | 1.86 | |
| -0.1309 | -0.58 | |
| 0.0788 | 0.46 | |
| -0.3277 | -1.84 | |
| 0.4555 | 2.01 | |
| -0.4293 | -1.65 | |
| 0.3014 | 1.31 | |
| -0.1169 | -0.70 |
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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