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Rizal Commercial Banking Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.91% (-2.60%)
Analysis last updated: Sunday, February 15, 2026 at 03:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rizal Commercial Banking Corp S0GARCH
paramt-stat
ω0.09833.27
α0.24616.05
β0.615011.45
γ1-0.5234-9.67
γ20.60257.73
γ3-0.1163-2.08
γ40.10011.80
γ5-0.0861-1.56
γ60.01970.43
γ70.00740.25
Estimation Period:
Nov 6, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts