Rizal Commercial Banking Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.87% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2917 | 17.65 | |
| 0.2392 | 26.69 | |
| 0.7649 | 124.82 | |
| 0.1227 | 1.89 |
Estimation Period:
Nov 6, 1990 to Feb 6, 2026
Nov 6, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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