Philippine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:268.50% (-15.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7871 | 6.96 | |
| 0.0704 | 9.09 | |
| 0.8948 | 81.45 | |
| 0.0637 | 6.82 | |
| -0.0997 | -7.21 | |
| 0.0538 | 5.61 | |
| -0.0181 | -2.07 | |
| -0.0031 | -0.48 |
Estimation Period:
Jan 31, 2001 to Jan 17, 2026
Jan 31, 2001 to Jan 17, 2026
News Impact Curve
Volatility Forecasts
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