Rizal Commercial Banking Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.24% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3034 | 18.35 | |
| 0.2155 | 15.35 | |
| 0.7634 | 119.72 | |
| 0.0423 | 2.29 |
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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