Rizal Commercial Banking Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.32% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3009 | 18.48 | |
| 0.2350 | 26.49 | |
| 0.7650 | 123.72 |
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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