Philippine Stock Exchange Inc/The EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.86% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1611 | 21.04 | |
| 0.3884 | 37.35 | |
| 0.9201 | 209.40 | |
| -0.0025 | -0.20 |
Estimation Period:
Dec 15, 2003 to Feb 6, 2026
Dec 15, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Philippine Stock Exchange Inc/The Analyses
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