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Roxas And Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.67% (-0.68%)
Analysis last updated: Friday, February 13, 2026 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Roxas And Co Inc S0GARCH
paramt-stat
ω0.96020.00
α0.09820.00
β0.90180.00
γ10.24090.00
γ2-2.0614-0.00
γ32.74990.00
γ4-1.5532-0.00
γ51.57000.00
γ6-2.8256-0.00
γ74.12720.00
γ8-3.3769-0.00
γ91.47560.00
γ10-0.5131-0.00
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts