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	param	t-stat
$ω$	1.7871	6.96
$α$	0.0704	9.09
$β$	0.8948	81.45
$γ_{1}$	0.0637	6.82
$γ_{2}$	-0.0997	-7.21
$γ_{3}$	0.0538	5.61
$γ_{4}$	-0.0181	-2.07
$γ_{5}$	-0.0031	-0.48

V-Lab

Philippine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:3.61% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

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