Roxas And Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.35% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3753 | 0.01 | |
| 0.0970 | 0.00 | |
| 0.9030 | 0.01 | |
| 1.2548 | 0.00 | |
| -3.4601 | -0.00 | |
| 3.2693 | 0.00 | |
| -1.7546 | -0.00 | |
| 1.6799 | 0.01 | |
| -2.9486 | -0.01 | |
| 4.3386 | 0.00 | |
| -3.6397 | -0.00 | |
| 1.7932 | 0.00 | |
| -1.1851 | -0.00 |
Estimation Period:
Jan 29, 1996 to Feb 6, 2026
Jan 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Roxas And Co Inc Analyses
Other Spline-GARCH Analyses on International Equities