Roxas And Co Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.87% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1148 | 6.45 | |
| 0.1078 | 9.42 | |
| 0.9757 | 254.49 | |
| 0.0801 | 4.44 |
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Jan 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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