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	param	t-stat
$ω$	1.3243	5.07
$α$	0.0875	7.33
$β$	0.9123	76.76
$γ_{1}$	-0.3007	-0.89
$γ_{2}$	0.4685	1.22
$γ_{3}$	-0.2819	-2.94
$γ_{4}$	0.1336	1.57
$γ_{5}$	0.0010	0.01
$γ_{6}$	-0.0259	-0.28
$γ_{7}$	0.0148	0.13
$γ_{8}$	-0.4908	-1.20
$γ_{9}$	2.2753	1.48

V-Lab

Philippine Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:146.83% (-2.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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