Philippine Stock Exchange Inc/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.13% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2226 | 24.99 | |
| 0.7249 | 96.86 | |
| -0.0231 | -1.35 | |
| 0.0047 | 3.73 | |
| 0.0093 | 6.37 | |
| 0.9895 | 523.53 |
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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