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	param	t-stat
$ω$	1.2710	4.06
$α$	0.0776	8.83
$β$	0.9143	100.84
$γ_{1}$	-0.0580	-0.76
$γ_{2}$	0.1841	1.68
$γ_{3}$	-0.2001	-2.65
$γ_{4}$	0.0609	0.84
$γ_{5}$	0.0102	0.14
$γ_{6}$	0.0586	0.76
$γ_{7}$	-0.1228	-1.33
$γ_{8}$	0.1513	1.20
$γ_{9}$	-0.6145	-1.55
$γ_{10}$	2.3702	1.69

V-Lab

Philippine Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:122.44% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Philippine Peso Analyses