Philippine Stock Exchange Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.59% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1888 | 17.16 | |
| 0.2359 | 15.96 | |
| 0.7560 | 122.37 | |
| 0.0161 | 0.64 |
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
Other GJR-GARCH Analyses on International Equities