Philippine Stock Exchange Inc/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.23% (+4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 213.1892 | 6.56 | |
| 0.1452 | 146.27 | |
| 0.9962 | 1,824.50 | |
| 2.0856 | 1,494.01 |
Estimation Period:
Dec 15, 2003 to Feb 6, 2026
Dec 15, 2003 to Feb 6, 2026
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