CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.4665	8.04
$α$	0.1701	6.89
$β$	0.6459	17.22
$γ_{1}$	-0.0379	-1.03
$γ_{2}$	0.1159	2.05
$γ_{3}$	-0.1321	-3.10
$γ_{4}$	0.0445	0.98
$γ_{5}$	0.0386	0.79
$γ_{6}$	-0.0679	-1.74
$γ_{7}$	0.1268	3.88
$γ_{8}$	-0.1710	-4.04
$γ_{9}$	0.1357	2.33
$γ_{10}$	-0.1395	-1.34

V-Lab

PLDT Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:22.77% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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