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	param	t-stat
$ω$	1.5679	5.44
$α$	0.1046	5.62
$β$	0.8949	48.01
$γ_{1}$	-0.1793	-0.71
$γ_{2}$	0.3087	1.03
$γ_{3}$	-0.2250	-2.55
$γ_{4}$	0.1085	1.41
$γ_{5}$	-0.0006	-0.01
$γ_{6}$	0.0239	0.24
$γ_{7}$	-1.1202	-1.60
$γ_{8}$	3.3009	1.64
$γ_{9}$	-3.3784	-1.67

V-Lab

Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:86.44% (-4.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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