Rizal Commercial Banking Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.24% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2569 | 18.59 | |
| 0.6050 | 33.71 | |
| -0.0431 | -2.43 | |
| 0.0134 | 3.91 | |
| 0.0072 | 2.28 | |
| 0.9908 | 296.90 |
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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