Rizal Commercial Banking Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.91% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 3.27 | |
| 0.2461 | 6.05 | |
| 0.6150 | 11.45 | |
| -0.5234 | -9.67 | |
| 0.6025 | 7.73 | |
| -0.1163 | -2.08 | |
| 0.1001 | 1.80 | |
| -0.0861 | -1.56 | |
| 0.0197 | 0.43 | |
| 0.0074 | 0.25 |
Estimation Period:
Nov 6, 1990 to Feb 13, 2026
Nov 6, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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