Roxas And Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.67% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9602 | 0.00 | |
| 0.0982 | 0.00 | |
| 0.9018 | 0.00 | |
| 0.2409 | 0.00 | |
| -2.0614 | -0.00 | |
| 2.7499 | 0.00 | |
| -1.5532 | -0.00 | |
| 1.5700 | 0.00 | |
| -2.8256 | -0.00 | |
| 4.1272 | 0.00 | |
| -3.3769 | -0.00 | |
| 1.4756 | 0.00 | |
| -0.5131 | -0.00 |
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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