Philippines Stock Exchange All Share Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.27% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0786 | 5.35 | |
| 0.1108 | 7.58 | |
| 0.8198 | 34.83 | |
| -0.1094 | -1.32 | |
| 0.1761 | 1.48 | |
| -0.0723 | -1.01 | |
| -0.0737 | -1.15 | |
| 0.1917 | 2.48 | |
| -0.2031 | -2.11 | |
| 0.2141 | 2.00 | |
| -0.2732 | -2.19 | |
| 0.2201 | 2.17 |
Estimation Period:
Mar 25, 1999 to Feb 6, 2026
Mar 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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