Philippine Stock Exchange Inc/The AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.71% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2047 | 18.74 | |
| 0.2600 | 31.56 | |
| 0.7404 | 128.81 | |
| -0.0229 | -0.33 |
Estimation Period:
Dec 15, 2003 to Feb 6, 2026
Dec 15, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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