Rizal Commercial Banking Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.55% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0750 | 2.91 | |
| 0.2446 | 6.21 | |
| 0.6074 | 10.73 | |
| -0.7799 | -4.61 | |
| 0.6749 | 2.60 | |
| 0.2267 | 1.38 | |
| -0.2305 | -2.08 | |
| 0.2088 | 1.88 | |
| -0.0971 | -0.66 | |
| -0.0064 | -0.04 | |
| -0.0320 | -0.26 | |
| 0.0997 | 0.97 | |
| -0.2381 | -1.62 |
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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