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V-Lab

Roxas And Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.35% (-1.27%)
Analysis last updated: Wednesday, February 11, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Roxas And Co Inc SGARCH
paramt-stat
ω1.37530.01
α0.09700.00
β0.90300.01
γ11.25480.00
γ2-3.4601-0.00
γ33.26930.00
γ4-1.7546-0.00
γ51.67990.01
γ6-2.9486-0.01
γ74.33860.00
γ8-3.6397-0.00
γ91.79320.00
γ10-1.1851-0.00
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts