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V-Lab

Rizal Commercial Banking Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.55% (-1.53%)
Analysis last updated: Thursday, February 12, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rizal Commercial Banking Corp SGARCH
paramt-stat
ω0.07502.91
α0.24466.21
β0.607410.73
γ1-0.7799-4.61
γ20.67492.60
γ30.22671.38
γ4-0.2305-2.08
γ50.20881.88
γ6-0.0971-0.66
γ7-0.0064-0.04
γ8-0.0320-0.26
γ90.09970.97
γ10-0.2381-1.62
Estimation Period:
Nov 6, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts